{smcl}
{com}{sf}{ul off}{txt}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}D:\Dropbox\Pollution Fertility\Relication.smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res}27 May 2023, 22:15:54

{com}. do "D:\Dropbox\Pollution Fertility\Proof\Replication Code\Dofile\Tables.do"
{txt}
{com}. global citycontrol = "ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist"
{txt}
{com}. global weathercontrol = "avtemp tosun dif_avtemp_3 dif_tosun_3"
{txt}
{com}. ***=====================CONTENT===========================
. ***Table 1: Air pollution and Actual Fertility Choice
.     ***(a) OLS regression
.     ***(b) IV regression 
. 
. ***Table 2: Air pollution and the Ideal Number of Children
.     ***(a) OLS regression
.     ***(b) IV regression 
.         
. ***Table A1: Summary Statistics 
. 
. ***Table A3: Thermal Inversions and PM2.5 
.         
. ***Table A4: Actual Fertility Decisions and Additional Controls
.     ***(a) Add Housing Costs
.     ***(b) Add Economic Controls
.         ***(c) Add Hospital Infrastructures
.     ***(d) Add Emissions Controls 
.         
. ***Table A5: Add Weather and Geological Controls: For Thermal Inversions IV  
.  
. ***Table A6: Adding all controls together
. 
. ***Table A7: Accounting the Effect of Elevation: For Thermal Inversions IV
.     ***(a) Limiting Cities to Those with Elevation<3 km
.     ***(b) Control for Elevation
. 
. ***Table A8: Ideal number of children and Additional Controls
.     ***(a) Control for housing price
.     ***(b) Control for other pollutant
. 
. ***Table A9: Changes in Pollution and Fertility Choices 
. 
. ***Table A10:  Wind Direction IV
. 
. ***Table A11: Different Distance Bins for Selection of Power Plants
. 
. ***Table A12: Excluding Newly Built Power Plants
. 
. ***Table A13: Excluding Coal Producing Region
. 
. ***Table A14: Controlling for Electricity Demand
.     ***(a) Add Industrial Elec. Cons.
.     ***(b) Add Elec. Cons. 
. 
. ***Table A15: Baseline Economy and the Wind Direction IV
. 
. ***Table A16: Wind Direction IV + Thermal Inversions
. 
. ***Table A17: Results of Individual Longitudinal Panel
. 
. ***Table A18: Using individuals who lived in their current residential province 5 years ago
. 
. ***Table A19: Fertility Choices of Ethnic Minorities
.     ***(a) Minority Women Who Hadn't Had Children One-Year Prior
.     ***(b) Minority Women Irrespective of Childbearing Histories
.         
. ***Table A20: Using Minority Samples Who Work in Urban Areas
.     ***(a) Minority Women Who Hadn't Had Children One-Year Prior
.     ***(b) Minority Women Irrespective of Childbearing Histories
.         
. ***Table A21: A Random Han Sample with the Same Sample Size as the Minorities
. 
. ***Table A22: The OCP and the Differential Fertility Response to Pollution
. 
. ***Table A23: The OCP and Preferences for the College Education of Children
. 
. ***Table A24: Early Childhood PM2.5 Exposure and Parental Expenditure
. 
. ***Table A25: Differential Effected of Increased Pollution by Air Purifier Prices
. 
. ***Table A26: Heterogenous Effects on Fertility Choices
.     ***(a) Heterogeneity by mother's education levels
.     ***(b) Heterogeneity by rates of return on human capital
.         
. ***Table A27: Heterogeneous Effects by Income
. 
. ***Table A28: Accounting for Income Effects on Actual Fertility Choices
. 
. ***Table A29: Accounting for Income Effects on the Ideal Number of Children
. 
. ***Table A30: Air Pollution and Infertility
. 
. ***Table A31: Control for individual health status
. 
. ***======================================================
. *Table 1
. use "$workdata\census_han_reg",clear
{txt}
{com}. *Panel A: OLS
. reghdfe give_birth pm25 dif_pm25_3 $citycontrol $weathercontrol , noabs cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    96,910
{txt}Absorbing 1 HDFE group{col 51}F({res}  10{txt},{res}    327{txt}){col 67}= {res}     42.93
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.0251
{txt}{col 51}Adj R-squared{col 67}= {res}    0.0250
{txt}{col 51}Within R-sq.{col 67}= {res}    0.0251
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       328{txt}{col 51}Root MSE{col 67}= {res}    0.4735

{txt}{ralign 85:(Std. err. adjusted for {res:328} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0004853{col 33}{space 2} .0003441{col 44}{space 1}   -1.41{col 53}{space 3}0.159{col 61}{space 4}-.0011621{col 74}{space 3} .0001916
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0044034{col 33}{space 2} .0006741{col 44}{space 1}   -6.53{col 53}{space 3}0.000{col 61}{space 4}-.0057295{col 74}{space 3}-.0030773
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0035522{col 33}{space 2} .0050963{col 44}{space 1}   -0.70{col 53}{space 3}0.486{col 61}{space 4}-.0135779{col 74}{space 3} .0064736
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0063753{col 33}{space 2} .0027623{col 44}{space 1}    2.31{col 53}{space 3}0.022{col 61}{space 4} .0009412{col 74}{space 3} .0118093
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0033976{col 33}{space 2} .0037588{col 44}{space 1}    0.90{col 53}{space 3}0.367{col 61}{space 4}-.0039969{col 74}{space 3} .0107921
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0203008{col 33}{space 2}  .001923{col 44}{space 1}   10.56{col 53}{space 3}0.000{col 61}{space 4} .0165178{col 74}{space 3} .0240838
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007795{col 33}{space 2} .0001247{col 44}{space 1}    6.25{col 53}{space 3}0.000{col 61}{space 4} .0005343{col 74}{space 3} .0010248
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-1.65e-06{col 33}{space 2} 1.12e-06{col 44}{space 1}   -1.48{col 53}{space 3}0.140{col 61}{space 4}-3.85e-06{col 74}{space 3} 5.43e-07
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0004148{col 33}{space 2} .0004905{col 44}{space 1}   -0.85{col 53}{space 3}0.398{col 61}{space 4}-.0013797{col 74}{space 3} .0005501
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-1.21e-06{col 33}{space 2} 2.69e-06{col 44}{space 1}   -0.45{col 53}{space 3}0.654{col 61}{space 4}-6.50e-06{col 74}{space 3} 4.08e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2}    .1537{col 33}{space 2}  .075028{col 44}{space 1}    2.05{col 53}{space 3}0.041{col 61}{space 4} .0061015{col 74}{space 3} .3012984
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}

{com}. reghdfe give_birth pm25 dif_pm25_3 $citycontrol $weathercontrol ,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    96,910
{txt}Absorbing 1 HDFE group{col 51}F({res}  10{txt},{res}    327{txt}){col 67}= {res}     26.86
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.0251
{txt}{col 51}Adj R-squared{col 67}= {res}    0.0250
{txt}{col 51}Within R-sq.{col 67}= {res}    0.0103
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       328{txt}{col 51}Root MSE{col 67}= {res}    0.4735

{txt}{ralign 85:(Std. err. adjusted for {res:328} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0004975{col 33}{space 2} .0003502{col 44}{space 1}   -1.42{col 53}{space 3}0.156{col 61}{space 4}-.0011864{col 74}{space 3} .0001914
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0044098{col 33}{space 2} .0006632{col 44}{space 1}   -6.65{col 53}{space 3}0.000{col 61}{space 4}-.0057145{col 74}{space 3}-.0031052
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0036239{col 33}{space 2} .0051022{col 44}{space 1}   -0.71{col 53}{space 3}0.478{col 61}{space 4}-.0136612{col 74}{space 3} .0064134
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0063459{col 33}{space 2} .0027611{col 44}{space 1}    2.30{col 53}{space 3}0.022{col 61}{space 4} .0009141{col 74}{space 3} .0117777
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0034239{col 33}{space 2} .0036892{col 44}{space 1}    0.93{col 53}{space 3}0.354{col 61}{space 4}-.0038336{col 74}{space 3} .0106813
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0192929{col 33}{space 2} .0086993{col 44}{space 1}    2.22{col 53}{space 3}0.027{col 61}{space 4} .0021792{col 74}{space 3} .0364066
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007786{col 33}{space 2}  .000125{col 44}{space 1}    6.23{col 53}{space 3}0.000{col 61}{space 4} .0005326{col 74}{space 3} .0010246
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-1.65e-06{col 33}{space 2} 1.12e-06{col 44}{space 1}   -1.48{col 53}{space 3}0.140{col 61}{space 4}-3.85e-06{col 74}{space 3} 5.42e-07
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0004164{col 33}{space 2} .0004907{col 44}{space 1}   -0.85{col 53}{space 3}0.397{col 61}{space 4}-.0013817{col 74}{space 3} .0005489
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-1.23e-06{col 33}{space 2} 2.66e-06{col 44}{space 1}   -0.46{col 53}{space 3}0.644{col 61}{space 4}-6.47e-06{col 74}{space 3} 4.01e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .1588618{col 33}{space 2} .0896482{col 44}{space 1}    1.77{col 53}{space 3}0.077{col 61}{space 4}-.0174982{col 74}{space 3} .3352219
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. reghdfe give_birth pm25 dif_pm25_3 $citycontrol $weathercontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    96,910
{txt}Absorbing 2 HDFE groups{col 51}F({res}  10{txt},{res}    327{txt}){col 67}= {res}     26.36
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.0306
{txt}{col 51}Adj R-squared{col 67}= {res}    0.0301
{txt}{col 51}Within R-sq.{col 67}= {res}    0.0103
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       328{txt}{col 51}Root MSE{col 67}= {res}    0.4722

{txt}{ralign 85:(Std. err. adjusted for {res:328} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0004839{col 33}{space 2} .0003504{col 44}{space 1}   -1.38{col 53}{space 3}0.168{col 61}{space 4}-.0011733{col 74}{space 3} .0002055
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2} -.004406{col 33}{space 2} .0006663{col 44}{space 1}   -6.61{col 53}{space 3}0.000{col 61}{space 4}-.0057168{col 74}{space 3}-.0030952
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.003469{col 33}{space 2} .0053524{col 44}{space 1}   -0.65{col 53}{space 3}0.517{col 61}{space 4}-.0139985{col 74}{space 3} .0070605
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}  .006556{col 33}{space 2} .0027393{col 44}{space 1}    2.39{col 53}{space 3}0.017{col 61}{space 4} .0011671{col 74}{space 3}  .011945
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0035497{col 33}{space 2} .0036817{col 44}{space 1}    0.96{col 53}{space 3}0.336{col 61}{space 4}-.0036932{col 74}{space 3} .0107926
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0199604{col 33}{space 2} .0087819{col 44}{space 1}    2.27{col 53}{space 3}0.024{col 61}{space 4} .0026842{col 74}{space 3} .0372365
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007654{col 33}{space 2} .0001257{col 44}{space 1}    6.09{col 53}{space 3}0.000{col 61}{space 4}  .000518{col 74}{space 3} .0010127
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-1.78e-06{col 33}{space 2} 1.12e-06{col 44}{space 1}   -1.58{col 53}{space 3}0.114{col 61}{space 4}-3.99e-06{col 74}{space 3} 4.32e-07
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0004006{col 33}{space 2} .0004788{col 44}{space 1}   -0.84{col 53}{space 3}0.403{col 61}{space 4}-.0013426{col 74}{space 3} .0005413
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-1.40e-06{col 33}{space 2} 2.68e-06{col 44}{space 1}   -0.52{col 53}{space 3}0.602{col 61}{space 4}-6.68e-06{col 74}{space 3} 3.88e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .1566798{col 33}{space 2} .0905243{col 44}{space 1}    1.73{col 53}{space 3}0.084{col 61}{space 4}-.0214036{col 74}{space 3} .3347633
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. reghdfe give_birth pm25 dif_pm25_3 $citycontrol $weathercontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    96,910
{txt}Absorbing 1 HDFE group{col 51}F({res}  10{txt},{res}    327{txt}){col 67}= {res}     26.07
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.0315
{txt}{col 51}Adj R-squared{col 67}= {res}    0.0307
{txt}{col 51}Within R-sq.{col 67}= {res}    0.0102
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       328{txt}{col 51}Root MSE{col 67}= {res}    0.4721

{txt}{ralign 85:(Std. err. adjusted for {res:328} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0004745{col 33}{space 2} .0003464{col 44}{space 1}   -1.37{col 53}{space 3}0.172{col 61}{space 4} -.001156{col 74}{space 3} .0002071
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0044093{col 33}{space 2} .0006658{col 44}{space 1}   -6.62{col 53}{space 3}0.000{col 61}{space 4}-.0057191{col 74}{space 3}-.0030996
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.003577{col 33}{space 2} .0050556{col 44}{space 1}   -0.71{col 53}{space 3}0.480{col 61}{space 4}-.0135226{col 74}{space 3} .0063686
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0063805{col 33}{space 2} .0027262{col 44}{space 1}    2.34{col 53}{space 3}0.020{col 61}{space 4} .0010175{col 74}{space 3} .0117436
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0036672{col 33}{space 2}  .003668{col 44}{space 1}    1.00{col 53}{space 3}0.318{col 61}{space 4}-.0035487{col 74}{space 3} .0108831
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0201417{col 33}{space 2} .0088157{col 44}{space 1}    2.28{col 53}{space 3}0.023{col 61}{space 4} .0027991{col 74}{space 3} .0374843
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007618{col 33}{space 2} .0001253{col 44}{space 1}    6.08{col 53}{space 3}0.000{col 61}{space 4} .0005154{col 74}{space 3} .0010083
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-1.75e-06{col 33}{space 2} 1.13e-06{col 44}{space 1}   -1.55{col 53}{space 3}0.122{col 61}{space 4}-3.96e-06{col 74}{space 3} 4.68e-07
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.000383{col 33}{space 2} .0004817{col 44}{space 1}   -0.80{col 53}{space 3}0.427{col 61}{space 4}-.0013307{col 74}{space 3} .0005647
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-1.47e-06{col 33}{space 2} 2.67e-06{col 44}{space 1}   -0.55{col 53}{space 3}0.584{col 61}{space 4}-6.73e-06{col 74}{space 3} 3.80e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .1566878{col 33}{space 2} .0891573{col 44}{space 1}    1.76{col 53}{space 3}0.080{col 61}{space 4}-.0187064{col 74}{space 3}  .332082
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel B: 2SLS
. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   35.02
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22281.69643{txt}{col 55}Centered R2   = {res}  0.0179
{txt}Total (uncentered) SS   = {res}       34723{txt}{col 55}Uncentered R2 = {res}  0.3698
{txt}Residual SS             = {res} 21883.94944{txt}{col 55}Root MSE      = {res}   .4752

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0026941{col 33}{space 2} .0020414{col 44}{space 1}   -1.32{col 53}{space 3}0.187{col 61}{space 4}-.0066952{col 74}{space 3} .0013069
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2} -.012099{col 33}{space 2} .0056017{col 44}{space 1}   -2.16{col 53}{space 3}0.031{col 61}{space 4}-.0230782{col 74}{space 3}-.0011198
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0176806{col 33}{space 2}  .015935{col 44}{space 1}   -1.11{col 53}{space 3}0.267{col 61}{space 4}-.0489126{col 74}{space 3} .0135514
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0001479{col 33}{space 2}  .006458{col 44}{space 1}   -0.02{col 53}{space 3}0.982{col 61}{space 4}-.0128053{col 74}{space 3} .0125095
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0029241{col 33}{space 2} .0066093{col 44}{space 1}   -0.44{col 53}{space 3}0.658{col 61}{space 4} -.015878{col 74}{space 3} .0100299
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0161755{col 33}{space 2} .0036342{col 44}{space 1}    4.45{col 53}{space 3}0.000{col 61}{space 4} .0090526{col 74}{space 3} .0232985
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007993{col 33}{space 2} .0001764{col 44}{space 1}    4.53{col 53}{space 3}0.000{col 61}{space 4} .0004535{col 74}{space 3}  .001145
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 6.78e-07{col 33}{space 2} 2.13e-06{col 44}{space 1}    0.32{col 53}{space 3}0.751{col 61}{space 4}-3.50e-06{col 74}{space 3} 4.86e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010065{col 33}{space 2}  .000758{col 44}{space 1}   -1.33{col 53}{space 3}0.184{col 61}{space 4}-.0024921{col 74}{space 3} .0004792
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.67e-06{col 33}{space 2} 6.84e-06{col 44}{space 1}   -1.27{col 53}{space 3}0.205{col 61}{space 4}-.0000221{col 74}{space 3} 4.73e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .3967285{col 33}{space 2}  .234771{col 44}{space 1}    1.69{col 53}{space 3}0.091{col 61}{space 4}-.0634143{col 74}{space 3} .8568713
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.483
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0192
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1273.066
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.707
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   14.66
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21948.44477{txt}{col 55}Centered R2   = {res}  0.0034
{txt}Total (uncentered) SS   = {res} 21948.44477{txt}{col 55}Uncentered R2 = {res}  0.0034
{txt}Residual SS             = {res} 21874.73905{txt}{col 55}Root MSE      = {res}   .4751

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0026554{col 33}{space 2} .0019933{col 44}{space 1}   -1.33{col 53}{space 3}0.184{col 61}{space 4}-.0065768{col 74}{space 3}  .001266
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0119304{col 33}{space 2} .0054345{col 44}{space 1}   -2.20{col 53}{space 3}0.029{col 61}{space 4}-.0226214{col 74}{space 3}-.0012394
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0171242{col 33}{space 2}  .015394{col 44}{space 1}   -1.11{col 53}{space 3}0.267{col 61}{space 4} -.047408{col 74}{space 3} .0131597
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0000591{col 33}{space 2}  .006225{col 44}{space 1}    0.01{col 53}{space 3}0.992{col 61}{space 4} -.012187{col 74}{space 3} .0123053
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} -.002535{col 33}{space 2} .0060782{col 44}{space 1}   -0.42{col 53}{space 3}0.677{col 61}{space 4}-.0144923{col 74}{space 3} .0094223
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0059121{col 33}{space 2} .0153369{col 44}{space 1}    0.39{col 53}{space 3}0.700{col 61}{space 4}-.0242594{col 74}{space 3} .0360837
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007822{col 33}{space 2}  .000165{col 44}{space 1}    4.74{col 53}{space 3}0.000{col 61}{space 4} .0004576{col 74}{space 3} .0011068
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 6.29e-07{col 33}{space 2} 2.08e-06{col 44}{space 1}    0.30{col 53}{space 3}0.763{col 61}{space 4}-3.47e-06{col 74}{space 3} 4.73e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009899{col 33}{space 2} .0007558{col 44}{space 1}   -1.31{col 53}{space 3}0.191{col 61}{space 4}-.0024768{col 74}{space 3}  .000497
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.61e-06{col 33}{space 2} 6.77e-06{col 44}{space 1}   -1.27{col 53}{space 3}0.204{col 61}{space 4}-.0000219{col 74}{space 3} 4.70e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.068
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0138
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1368.007
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.037
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   14.61
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res}  0.0033
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res}  0.0033
{txt}Residual SS             = {res} 21754.17506{txt}{col 55}Root MSE      = {res}   .4739

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0026096{col 33}{space 2} .0019999{col 44}{space 1}   -1.30{col 53}{space 3}0.193{col 61}{space 4}-.0065438{col 74}{space 3} .0013246
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0119796{col 33}{space 2} .0055047{col 44}{space 1}   -2.18{col 53}{space 3}0.030{col 61}{space 4}-.0228088{col 74}{space 3}-.0011505
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0167268{col 33}{space 2} .0155822{col 44}{space 1}   -1.07{col 53}{space 3}0.284{col 61}{space 4}-.0473807{col 74}{space 3} .0139272
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0003483{col 33}{space 2} .0062713{col 44}{space 1}    0.06{col 53}{space 3}0.956{col 61}{space 4}-.0119888{col 74}{space 3} .0126855
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0024855{col 33}{space 2} .0061306{col 44}{space 1}   -0.41{col 53}{space 3}0.685{col 61}{space 4} -.014546{col 74}{space 3} .0095749
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0067298{col 33}{space 2}  .015343{col 44}{space 1}    0.44{col 53}{space 3}0.661{col 61}{space 4}-.0234536{col 74}{space 3} .0369131
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007678{col 33}{space 2} .0001658{col 44}{space 1}    4.63{col 53}{space 3}0.000{col 61}{space 4} .0004416{col 74}{space 3}  .001094
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 5.13e-07{col 33}{space 2} 2.10e-06{col 44}{space 1}    0.24{col 53}{space 3}0.807{col 61}{space 4}-3.63e-06{col 74}{space 3} 4.65e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009689{col 33}{space 2} .0007434{col 44}{space 1}   -1.30{col 53}{space 3}0.193{col 61}{space 4}-.0024314{col 74}{space 3} .0004935
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.76e-06{col 33}{space 2} 6.81e-06{col 44}{space 1}   -1.29{col 53}{space 3}0.199{col 61}{space 4}-.0000222{col 74}{space 3} 4.64e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.010
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0142
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1350.706
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.006
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   14.73
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21801.31733{txt}{col 55}Centered R2   = {res}  0.0040
{txt}Total (uncentered) SS   = {res} 21801.31733{txt}{col 55}Uncentered R2 = {res}  0.0040
{txt}Residual SS             = {res} 21714.08306{txt}{col 55}Root MSE      = {res}   .4736

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0024695{col 33}{space 2} .0019665{col 44}{space 1}   -1.26{col 53}{space 3}0.210{col 61}{space 4} -.006338{col 74}{space 3} .0013991
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0115089{col 33}{space 2} .0053796{col 44}{space 1}   -2.14{col 53}{space 3}0.033{col 61}{space 4} -.022092{col 74}{space 3}-.0009259
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0160249{col 33}{space 2} .0151911{col 44}{space 1}   -1.05{col 53}{space 3}0.292{col 61}{space 4}-.0459094{col 74}{space 3} .0138597
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0005511{col 33}{space 2} .0061675{col 44}{space 1}    0.09{col 53}{space 3}0.929{col 61}{space 4}-.0115819{col 74}{space 3}  .012684
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0019899{col 33}{space 2} .0059339{col 44}{space 1}   -0.34{col 53}{space 3}0.738{col 61}{space 4}-.0136633{col 74}{space 3} .0096834
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}  .007735{col 33}{space 2}  .015037{col 44}{space 1}    0.51{col 53}{space 3}0.607{col 61}{space 4}-.0218465{col 74}{space 3} .0373165
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007643{col 33}{space 2} .0001621{col 44}{space 1}    4.71{col 53}{space 3}0.000{col 61}{space 4} .0004454{col 74}{space 3} .0010832
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 4.04e-07{col 33}{space 2} 2.07e-06{col 44}{space 1}    0.20{col 53}{space 3}0.845{col 61}{space 4}-3.66e-06{col 74}{space 3} 4.47e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009162{col 33}{space 2} .0007309{col 44}{space 1}   -1.25{col 53}{space 3}0.211{col 61}{space 4} -.002354{col 74}{space 3} .0005216
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.37e-06{col 33}{space 2} 6.67e-06{col 44}{space 1}   -1.25{col 53}{space 3}0.211{col 61}{space 4}-.0000215{col 74}{space 3} 4.75e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.034
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0140
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1351.653
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.016
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table 2
. use "$workdata\clds_willing",clear
{txt}
{com}. 
. *Panel A: OLS
. reghdfe dream_child_num pm25 dif_pm25_3 married child_num,abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 30 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    15,700
{txt}Absorbing 3 HDFE groups{col 51}F({res}   4{txt},{res}    237{txt}){col 67}= {res}    121.65
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.2428
{txt}{col 51}Adj R-squared{col 67}= {res}    0.2161
{txt}{col 51}Within R-sq.{col 67}= {res}    0.0818
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       238{txt}{col 51}Root MSE{col 67}= {res}    0.5157

{txt}{ralign 78:(Std. err. adjusted for {res:238} clusters in des_city)}
{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0045635{col 26}{space 2} .0020771{col 37}{space 1}    2.20{col 46}{space 3}0.029{col 54}{space 4} .0004716{col 67}{space 3} .0086554
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0049956{col 26}{space 2} .0016736{col 37}{space 1}   -2.98{col 46}{space 3}0.003{col 54}{space 4}-.0082926{col 67}{space 3}-.0016986
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0401271{col 26}{space 2} .0205873{col 37}{space 1}   -1.95{col 46}{space 3}0.052{col 54}{space 4}-.0806845{col 67}{space 3} .0004304
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1795189{col 26}{space 2} .0123305{col 37}{space 1}   14.56{col 46}{space 3}0.000{col 54}{space 4} .1552276{col 67}{space 3} .2038102
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 1.533354{col 26}{space 2} .0939262{col 37}{space 1}   16.33{col 46}{space 3}0.000{col 54}{space 4} 1.348317{col 67}{space 3} 1.718391
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      238{col 27}{space 1}      238{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      293{col 27}{space 1}        1{col 39}{result}{space 1}      292{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. reghdfe dream_child_num pm25 dif_pm25_3 married child_num,abs(des_city year source_city birthyear) cluster(des_city)
{res}{txt}(dropped 30 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    15,700
{txt}Absorbing 4 HDFE groups{col 51}F({res}   4{txt},{res}    237{txt}){col 67}= {res}     64.21
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.2481
{txt}{col 51}Adj R-squared{col 67}= {res}    0.2196
{txt}{col 51}Within R-sq.{col 67}= {res}    0.0521
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       238{txt}{col 51}Root MSE{col 67}= {res}    0.5145

{txt}{ralign 78:(Std. err. adjusted for {res:238} clusters in des_city)}
{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0048941{col 26}{space 2} .0020535{col 37}{space 1}    2.38{col 46}{space 3}0.018{col 54}{space 4} .0008486{col 67}{space 3} .0089395
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2} -.005267{col 26}{space 2} .0016901{col 37}{space 1}   -3.12{col 46}{space 3}0.002{col 54}{space 4}-.0085966{col 67}{space 3}-.0019374
{txt}{space 5}married {c |}{col 14}{res}{space 2} -.041184{col 26}{space 2} .0216807{col 37}{space 1}   -1.90{col 46}{space 3}0.059{col 54}{space 4}-.0838954{col 67}{space 3} .0015274
{txt}{space 3}child_num {c |}{col 14}{res}{space 2}  .173996{col 26}{space 2} .0129847{col 37}{space 1}   13.40{col 46}{space 3}0.000{col 54}{space 4} .1484158{col 67}{space 3} .1995762
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 1.526506{col 26}{space 2} .0934733{col 37}{space 1}   16.33{col 46}{space 3}0.000{col 54}{space 4} 1.342361{col 67}{space 3} 1.710651
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      238{col 27}{space 1}      238{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      293{col 27}{space 1}        1{col 39}{result}{space 1}      292{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       40{col 27}{space 1}        1{col 39}{result}{space 1}       39{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. reghdfe dream_child_num pm25 dif_pm25_3 married child_num $weathercontrol ,abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 30 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    15,700
{txt}Absorbing 3 HDFE groups{col 51}F({res}   8{txt},{res}    237{txt}){col 67}= {res}     63.45
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.2430
{txt}{col 51}Adj R-squared{col 67}= {res}    0.2160
{txt}{col 51}Within R-sq.{col 67}= {res}    0.0819
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       238{txt}{col 51}Root MSE{col 67}= {res}    0.5157

{txt}{ralign 78:(Std. err. adjusted for {res:238} clusters in des_city)}
{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0045356{col 26}{space 2} .0024472{col 37}{space 1}    1.85{col 46}{space 3}0.065{col 54}{space 4}-.0002854{col 67}{space 3} .0093567
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0043022{col 26}{space 2} .0019346{col 37}{space 1}   -2.22{col 46}{space 3}0.027{col 54}{space 4}-.0081134{col 67}{space 3} -.000491
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0402035{col 26}{space 2} .0205515{col 37}{space 1}   -1.96{col 46}{space 3}0.052{col 54}{space 4}-.0806904{col 67}{space 3} .0002833
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1794894{col 26}{space 2} .0123241{col 37}{space 1}   14.56{col 46}{space 3}0.000{col 54}{space 4} .1552107{col 67}{space 3} .2037682
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2}-.0008443{col 26}{space 2} .0027554{col 37}{space 1}   -0.31{col 46}{space 3}0.760{col 54}{space 4}-.0062725{col 67}{space 3} .0045839
{txt}{space 7}tosun {c |}{col 14}{res}{space 2}-7.13e-07{col 26}{space 2} 1.45e-06{col 37}{space 1}   -0.49{col 46}{space 3}0.624{col 54}{space 4}-3.58e-06{col 67}{space 3} 2.15e-06
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2}-.0000839{col 26}{space 2} .0024662{col 37}{space 1}   -0.03{col 46}{space 3}0.973{col 54}{space 4}-.0049424{col 67}{space 3} .0047745
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2}-4.05e-07{col 26}{space 2} 8.92e-07{col 37}{space 1}   -0.45{col 46}{space 3}0.651{col 54}{space 4}-2.16e-06{col 67}{space 3} 1.35e-06
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 1.659173{col 26}{space 2} .4730164{col 37}{space 1}    3.51{col 46}{space 3}0.001{col 54}{space 4} .7273198{col 67}{space 3} 2.591027
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      238{col 27}{space 1}      238{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      293{col 27}{space 1}        1{col 39}{result}{space 1}      292{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. reghdfe dream_child_num pm25 dif_pm25_3 married child_num $weathercontrol ,abs(des_city year source_city birthyear) cluster(des_city)
{res}{txt}(dropped 30 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    15,700
{txt}Absorbing 4 HDFE groups{col 51}F({res}   8{txt},{res}    237{txt}){col 67}= {res}     33.60
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.2483
{txt}{col 51}Adj R-squared{col 67}= {res}    0.2195
{txt}{col 51}Within R-sq.{col 67}= {res}    0.0523
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       238{txt}{col 51}Root MSE{col 67}= {res}    0.5145

{txt}{ralign 78:(Std. err. adjusted for {res:238} clusters in des_city)}
{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0048818{col 26}{space 2} .0023999{col 37}{space 1}    2.03{col 46}{space 3}0.043{col 54}{space 4} .0001539{col 67}{space 3} .0096096
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0045552{col 26}{space 2} .0019334{col 37}{space 1}   -2.36{col 46}{space 3}0.019{col 54}{space 4}-.0083639{col 67}{space 3}-.0007464
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0413613{col 26}{space 2} .0216538{col 37}{space 1}   -1.91{col 46}{space 3}0.057{col 54}{space 4}-.0840198{col 67}{space 3} .0012971
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1739386{col 26}{space 2} .0129951{col 37}{space 1}   13.38{col 46}{space 3}0.000{col 54}{space 4}  .148338{col 67}{space 3} .1995393
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2}-.0010289{col 26}{space 2}  .002741{col 37}{space 1}   -0.38{col 46}{space 3}0.708{col 54}{space 4}-.0064287{col 67}{space 3} .0043709
{txt}{space 7}tosun {c |}{col 14}{res}{space 2}-3.40e-07{col 26}{space 2} 1.48e-06{col 37}{space 1}   -0.23{col 46}{space 3}0.818{col 54}{space 4}-3.25e-06{col 67}{space 3} 2.57e-06
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2} .0000353{col 26}{space 2} .0024534{col 37}{space 1}    0.01{col 46}{space 3}0.989{col 54}{space 4}-.0047981{col 67}{space 3} .0048686
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2}-5.62e-07{col 26}{space 2} 9.00e-07{col 37}{space 1}   -0.62{col 46}{space 3}0.533{col 54}{space 4}-2.34e-06{col 67}{space 3} 1.21e-06
{txt}{space 7}_cons {c |}{col 14}{res}{space 2} 1.672227{col 26}{space 2}  .468587{col 37}{space 1}    3.57{col 46}{space 3}0.000{col 54}{space 4} .7490997{col 67}{space 3} 2.595355
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      238{col 27}{space 1}      238{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      293{col 27}{space 1}        1{col 39}{result}{space 1}      292{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       40{col 27}{space 1}        1{col 39}{result}{space 1}       39{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. 
. *Panel B: 2SLS
. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num,abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 30 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   238{txt}{col 55}Number of obs = {res}   15700
{txt}{col 55}F(  4,   237) = {res}  127.59
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4391.229511{txt}{col 55}Centered R2   = {res}  0.0784
{txt}Total (uncentered) SS   = {res} 4391.229511{txt}{col 55}Uncentered R2 = {res}  0.0784
{txt}Residual SS             = {res} 4046.780176{txt}{col 55}Root MSE      = {res}   .5126

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0149501{col 26}{space 2}  .011611{col 37}{space 1}    1.29{col 46}{space 3}0.199{col 54}{space 4}-.0079238{col 67}{space 3}  .037824
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0176445{col 26}{space 2} .0083342{col 37}{space 1}   -2.12{col 46}{space 3}0.035{col 54}{space 4} -.034063{col 67}{space 3}-.0012259
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0413273{col 26}{space 2} .0204558{col 37}{space 1}   -2.02{col 46}{space 3}0.044{col 54}{space 4}-.0816257{col 67}{space 3}-.0010289
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1802937{col 26}{space 2} .0121546{col 37}{space 1}   14.83{col 46}{space 3}0.000{col 54}{space 4} .1563488{col 67}{space 3} .2042386
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   4.800
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0285
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 508.355
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.690
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      238{col 27}{space 1}      238{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      293{col 27}{space 1}        1{col 39}{result}{space 1}      292{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num,abs(des_city year source_city birthyear) cluster(des_city)
{res}{txt}(dropped 30 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   238{txt}{col 55}Number of obs = {res}   15700
{txt}{col 55}F(  4,   237) = {res}   64.56
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4223.861818{txt}{col 55}Centered R2   = {res}  0.0486
{txt}Total (uncentered) SS   = {res} 4223.861818{txt}{col 55}Uncentered R2 = {res}  0.0486
{txt}Residual SS             = {res} 4018.641959{txt}{col 55}Root MSE      = {res}   .5114

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0152627{col 26}{space 2} .0116533{col 37}{space 1}    1.31{col 46}{space 3}0.192{col 54}{space 4}-.0076946{col 67}{space 3} .0382199
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0179487{col 26}{space 2} .0084553{col 37}{space 1}   -2.12{col 46}{space 3}0.035{col 54}{space 4}-.0346059{col 67}{space 3}-.0012914
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0418802{col 26}{space 2} .0214834{col 37}{space 1}   -1.95{col 46}{space 3}0.052{col 54}{space 4}-.0842031{col 67}{space 3} .0004427
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1747989{col 26}{space 2} .0128447{col 37}{space 1}   13.61{col 46}{space 3}0.000{col 54}{space 4} .1494946{col 67}{space 3} .2001032
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   4.836
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0279
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 508.428
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.704
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      238{col 27}{space 1}      238{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      293{col 27}{space 1}        1{col 39}{result}{space 1}      292{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       40{col 27}{space 1}        1{col 39}{result}{space 1}       39{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num $weathercontrol ,abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 30 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   238{txt}{col 55}Number of obs = {res}   15700
{txt}{col 55}F(  8,   237) = {res}   67.59
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4391.229511{txt}{col 55}Centered R2   = {res}  0.0770
{txt}Total (uncentered) SS   = {res} 4391.229511{txt}{col 55}Uncentered R2 = {res}  0.0770
{txt}Residual SS             = {res} 4053.139056{txt}{col 55}Root MSE      = {res}   .5131

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0172489{col 26}{space 2} .0121945{col 37}{space 1}    1.41{col 46}{space 3}0.159{col 54}{space 4}-.0067747{col 67}{space 3} .0412724
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0208496{col 26}{space 2} .0115153{col 37}{space 1}   -1.81{col 46}{space 3}0.071{col 54}{space 4} -.043535{col 67}{space 3} .0018358
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0415907{col 26}{space 2} .0204814{col 37}{space 1}   -2.03{col 46}{space 3}0.043{col 54}{space 4}-.0819395{col 67}{space 3}-.0012418
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1803434{col 26}{space 2} .0121447{col 37}{space 1}   14.85{col 46}{space 3}0.000{col 54}{space 4} .1564181{col 67}{space 3} .2042687
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2} .0020643{col 26}{space 2} .0037144{col 37}{space 1}    0.56{col 46}{space 3}0.579{col 54}{space 4}-.0052531{col 67}{space 3} .0093816
{txt}{space 7}tosun {c |}{col 14}{res}{space 2} 1.13e-06{col 26}{space 2} 3.49e-06{col 37}{space 1}    0.32{col 46}{space 3}0.747{col 54}{space 4}-5.75e-06{col 67}{space 3} 8.00e-06
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2}-.0001817{col 26}{space 2} .0047708{col 37}{space 1}   -0.04{col 46}{space 3}0.970{col 54}{space 4}-.0095802{col 67}{space 3} .0092169
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2}-1.74e-06{col 26}{space 2} 1.68e-06{col 37}{space 1}   -1.03{col 46}{space 3}0.302{col 54}{space 4}-5.04e-06{col 67}{space 3} 1.57e-06
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.944
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0862
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 205.442
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.478
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      238{col 27}{space 1}      238{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      293{col 27}{space 1}        1{col 39}{result}{space 1}      292{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num $weathercontrol ,abs(des_city year source_city birthyear) cluster(des_city)
{res}{txt}(dropped 30 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   238{txt}{col 55}Number of obs = {res}   15700
{txt}{col 55}F(  8,   237) = {res}   33.17
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4223.861818{txt}{col 55}Centered R2   = {res}  0.0470
{txt}Total (uncentered) SS   = {res} 4223.861818{txt}{col 55}Uncentered R2 = {res}  0.0470
{txt}Residual SS             = {res} 4025.182186{txt}{col 55}Root MSE      = {res}   .5119

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0175613{col 26}{space 2} .0123992{col 37}{space 1}    1.42{col 46}{space 3}0.158{col 54}{space 4}-.0068654{col 67}{space 3} .0419881
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0211825{col 26}{space 2}  .011613{col 37}{space 1}   -1.82{col 46}{space 3}0.069{col 54}{space 4}-.0440604{col 67}{space 3} .0016953
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0423365{col 26}{space 2} .0215596{col 37}{space 1}   -1.96{col 46}{space 3}0.051{col 54}{space 4}-.0848094{col 67}{space 3} .0001363
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1747983{col 26}{space 2}  .012836{col 37}{space 1}   13.62{col 46}{space 3}0.000{col 54}{space 4} .1495111{col 67}{space 3} .2000855
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2} .0018724{col 26}{space 2}  .003755{col 37}{space 1}    0.50{col 46}{space 3}0.618{col 54}{space 4} -.005525{col 67}{space 3} .0092698
{txt}{space 7}tosun {c |}{col 14}{res}{space 2} 1.48e-06{col 26}{space 2} 3.52e-06{col 37}{space 1}    0.42{col 46}{space 3}0.675{col 54}{space 4}-5.45e-06{col 67}{space 3} 8.41e-06
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2}-.0000242{col 26}{space 2} .0047268{col 37}{space 1}   -0.01{col 46}{space 3}0.996{col 54}{space 4}-.0093362{col 67}{space 3} .0092877
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2}-1.88e-06{col 26}{space 2} 1.68e-06{col 37}{space 1}   -1.12{col 46}{space 3}0.264{col 54}{space 4}-5.20e-06{col 67}{space 3} 1.43e-06
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.962
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0853
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 205.767
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.483
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      238{col 27}{space 1}      238{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      293{col 27}{space 1}        1{col 39}{result}{space 1}      292{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       40{col 27}{space 1}        1{col 39}{result}{space 1}       39{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. 
. *Table A1
. use "$workdata\census_han_reg",clear
{txt}
{com}. sum give_birth tj_dist sh_dist sz_dist bigcity_mindist avtemp tosun pm25

{txt}    Variable {c |}        Obs        Mean    Std. dev.       Min        Max
{hline 13}{c +}{hline 57}
{space 2}give_birth {c |}{res}     96,910    .3583015    .4795038          0          1
{txt}{space 5}tj_dist {c |}{res}     96,910    992.5158    583.2313          0   3524.626
{txt}{space 5}sh_dist {c |}{res}     96,910    1016.572    553.5382          0    4188.43
{txt}{space 5}sz_dist {c |}{res}     96,910    1336.216    688.0686          0   4050.272
{txt}bigcity_mi~t {c |}{res}     96,910    111.8329    106.9467          0   1417.438
{txt}{hline 13}{c +}{hline 57}
{space 6}avtemp {c |}{res}     96,910    149.9928    47.87005        -32     242.75
{txt}{space 7}tosun {c |}{res}     96,910     19773.8    4850.051       7937      36732
{txt}{space 8}pm25 {c |}{res}     96,910    46.79628    15.45291   3.247116   85.61941
{txt}
{com}. 
. *Table A2
. use "$workdata\census_han_reg",clear
{txt}
{com}. 
. *Panel A: Thermal Inversions IV
. replace thermalstrength2009 = -thermalstrength2009
{txt}(96,829 real changes made)

{com}. reghdfe pm25 thermalstrength2009 avtemp tosun $citycontrol, noabs cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    96,910
{txt}Absorbing 1 HDFE group{col 51}F({res}   7{txt},{res}    327{txt}){col 67}= {res}     46.30
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.6340
{txt}{col 51}Adj R-squared{col 67}= {res}    0.6340
{txt}{col 51}Within R-sq.{col 67}= {res}    0.6340
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       328{txt}{col 51}Root MSE{col 67}= {res}    9.3490

{txt}{ralign 85:(Std. err. adjusted for {res:328} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}               pm25{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
thermalstrength2009 {c |}{col 21}{res}{space 2} .0325658{col 33}{space 2} .0031085{col 44}{space 1}   10.48{col 53}{space 3}0.000{col 61}{space 4} .0264506{col 74}{space 3} .0386809
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0969315{col 33}{space 2} .0220214{col 44}{space 1}    4.40{col 53}{space 3}0.000{col 61}{space 4}   .05361{col 74}{space 3} .1402529
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-.0004065{col 33}{space 2} .0001679{col 44}{space 1}   -2.42{col 53}{space 3}0.016{col 61}{space 4}-.0007368{col 74}{space 3}-.0000761
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-6.311845{col 33}{space 2} 1.957459{col 44}{space 1}   -3.22{col 53}{space 3}0.001{col 61}{space 4}-10.16265{col 74}{space 3}-2.461042
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-3.185464{col 33}{space 2} .4918357{col 44}{space 1}   -6.48{col 53}{space 3}0.000{col 61}{space 4}-4.153025{col 74}{space 3}-2.217902
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .4411431{col 33}{space 2} .6745717{col 44}{space 1}    0.65{col 53}{space 3}0.514{col 61}{space 4}-.8859048{col 74}{space 3} 1.768191
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.5439812{col 33}{space 2} .2875131{col 44}{space 1}   -1.89{col 53}{space 3}0.059{col 61}{space 4} -1.10959{col 74}{space 3} .0216274
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} 96.29366{col 33}{space 2} 19.53277{col 44}{space 1}    4.93{col 53}{space 3}0.000{col 61}{space 4} 57.86791{col 74}{space 3} 134.7194
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}

{com}. reghdfe pm25 thermalstrength2009 avtemp tosun $citycontrol, abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    96,910
{txt}Absorbing 1 HDFE group{col 51}F({res}   7{txt},{res}    327{txt}){col 67}= {res}     60.96
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.6636
{txt}{col 51}Adj R-squared{col 67}= {res}    0.6636
{txt}{col 51}Within R-sq.{col 67}= {res}    0.6571
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       328{txt}{col 51}Root MSE{col 67}= {res}    8.9631

{txt}{ralign 85:(Std. err. adjusted for {res:328} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}               pm25{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
thermalstrength2009 {c |}{col 21}{res}{space 2} .0323461{col 33}{space 2} .0029786{col 44}{space 1}   10.86{col 53}{space 3}0.000{col 61}{space 4} .0264865{col 74}{space 3} .0382056
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0865242{col 33}{space 2} .0218111{col 44}{space 1}    3.97{col 53}{space 3}0.000{col 61}{space 4} .0436164{col 74}{space 3} .1294321
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-.0004147{col 33}{space 2} .0001652{col 44}{space 1}   -2.51{col 53}{space 3}0.013{col 61}{space 4}-.0007397{col 74}{space 3}-.0000896
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -6.13916{col 33}{space 2}  1.80707{col 44}{space 1}   -3.40{col 53}{space 3}0.001{col 61}{space 4}-9.694109{col 74}{space 3}-2.584211
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} -3.13695{col 33}{space 2} .3931383{col 44}{space 1}   -7.98{col 53}{space 3}0.000{col 61}{space 4}-3.910349{col 74}{space 3} -2.36355
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .5608543{col 33}{space 2} .8366705{col 44}{space 1}    0.67{col 53}{space 3}0.503{col 61}{space 4}-1.085082{col 74}{space 3}  2.20679
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-6.110278{col 33}{space 2} 1.128238{col 44}{space 1}   -5.42{col 53}{space 3}0.000{col 61}{space 4}-8.329799{col 74}{space 3}-3.890756
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} 117.4442{col 33}{space 2} 18.40331{col 44}{space 1}    6.38{col 53}{space 3}0.000{col 61}{space 4} 81.24033{col 74}{space 3}  153.648
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. reghdfe pm25 thermalstrength2009 avtemp tosun $citycontrol, abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    96,910
{txt}Absorbing 2 HDFE groups{col 51}F({res}   7{txt},{res}    327{txt}){col 67}= {res}     61.00
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.6648
{txt}{col 51}Adj R-squared{col 67}= {res}    0.6646
{txt}{col 51}Within R-sq.{col 67}= {res}    0.6557
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       328{txt}{col 51}Root MSE{col 67}= {res}    8.9488

{txt}{ralign 85:(Std. err. adjusted for {res:328} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}               pm25{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
thermalstrength2009 {c |}{col 21}{res}{space 2} .0322414{col 33}{space 2} .0029666{col 44}{space 1}   10.87{col 53}{space 3}0.000{col 61}{space 4} .0264055{col 74}{space 3} .0380774
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0860471{col 33}{space 2} .0217084{col 44}{space 1}    3.96{col 53}{space 3}0.000{col 61}{space 4} .0433413{col 74}{space 3} .1287529
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-.0004126{col 33}{space 2} .0001648{col 44}{space 1}   -2.50{col 53}{space 3}0.013{col 61}{space 4}-.0007367{col 74}{space 3}-.0000884
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-6.125317{col 33}{space 2} 1.795288{col 44}{space 1}   -3.41{col 53}{space 3}0.001{col 61}{space 4}-9.657088{col 74}{space 3}-2.593545
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-3.135845{col 33}{space 2} .3903759{col 44}{space 1}   -8.03{col 53}{space 3}0.000{col 61}{space 4} -3.90381{col 74}{space 3} -2.36788
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .5580909{col 33}{space 2}  .830266{col 44}{space 1}    0.67{col 53}{space 3}0.502{col 61}{space 4}-1.075246{col 74}{space 3} 2.191428
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-6.093968{col 33}{space 2} 1.123331{col 44}{space 1}   -5.42{col 53}{space 3}0.000{col 61}{space 4}-8.303836{col 74}{space 3}  -3.8841
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} 117.3609{col 33}{space 2} 18.29211{col 44}{space 1}    6.42{col 53}{space 3}0.000{col 61}{space 4} 81.37579{col 74}{space 3} 153.3459
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. reghdfe pm25 thermalstrength2009 avtemp tosun $citycontrol, abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    96,910
{txt}Absorbing 1 HDFE group{col 51}F({res}   7{txt},{res}    327{txt}){col 67}= {res}     60.97
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.6650
{txt}{col 51}Adj R-squared{col 67}= {res}    0.6647
{txt}{col 51}Within R-sq.{col 67}= {res}    0.6553
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       328{txt}{col 51}Root MSE{col 67}= {res}    8.9478

{txt}{ralign 85:(Std. err. adjusted for {res:328} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}               pm25{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
thermalstrength2009 {c |}{col 21}{res}{space 2} .0322466{col 33}{space 2} .0029638{col 44}{space 1}   10.88{col 53}{space 3}0.000{col 61}{space 4}  .026416{col 74}{space 3} .0380771
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0860735{col 33}{space 2} .0217031{col 44}{space 1}    3.97{col 53}{space 3}0.000{col 61}{space 4} .0433782{col 74}{space 3} .1287688
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-.0004125{col 33}{space 2} .0001647{col 44}{space 1}   -2.50{col 53}{space 3}0.013{col 61}{space 4}-.0007366{col 74}{space 3}-.0000885
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -6.12345{col 33}{space 2} 1.794879{col 44}{space 1}   -3.41{col 53}{space 3}0.001{col 61}{space 4}-9.654417{col 74}{space 3}-2.592483
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-3.135032{col 33}{space 2} .3900826{col 44}{space 1}   -8.04{col 53}{space 3}0.000{col 61}{space 4} -3.90242{col 74}{space 3}-2.367644
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .5574747{col 33}{space 2} .8310165{col 44}{space 1}    0.67{col 53}{space 3}0.503{col 61}{space 4}-1.077339{col 74}{space 3} 2.192288
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-6.092625{col 33}{space 2} 1.122276{col 44}{space 1}   -5.43{col 53}{space 3}0.000{col 61}{space 4}-8.300417{col 74}{space 3}-3.884834
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} 117.3344{col 33}{space 2} 18.29271{col 44}{space 1}    6.41{col 53}{space 3}0.000{col 61}{space 4} 81.34811{col 74}{space 3} 153.3206
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel B: Wind IV
. replace total_coal50_450 = total_coal50_450/1000
{txt}(96,385 real changes made)

{com}. reghdfe pm25 total_coal50_450 avtemp tosun $citycontrol, noabs cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    96,910
{txt}Absorbing 1 HDFE group{col 51}F({res}   7{txt},{res}    327{txt}){col 67}= {res}     51.71
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.5846
{txt}{col 51}Adj R-squared{col 67}= {res}    0.5845
{txt}{col 51}Within R-sq.{col 67}= {res}    0.5846
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       328{txt}{col 51}Root MSE{col 67}= {res}    9.9603

{txt}{ralign 85:(Std. err. adjusted for {res:328} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}               pm25{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 3}total_coal50_450 {c |}{col 21}{res}{space 2} .0607435{col 33}{space 2} .0099777{col 44}{space 1}    6.09{col 53}{space 3}0.000{col 61}{space 4} .0411148{col 74}{space 3} .0803722
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0150256{col 33}{space 2} .0211321{col 44}{space 1}    0.71{col 53}{space 3}0.478{col 61}{space 4}-.0265465{col 74}{space 3} .0565978
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-.0003421{col 33}{space 2} .0001565{col 44}{space 1}   -2.19{col 53}{space 3}0.030{col 61}{space 4}-.0006501{col 74}{space 3}-.0000342
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-6.708843{col 33}{space 2}  1.34268{col 44}{space 1}   -5.00{col 53}{space 3}0.000{col 61}{space 4}-9.350224{col 74}{space 3}-4.067462
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-1.948128{col 33}{space 2} .2749312{col 44}{space 1}   -7.09{col 53}{space 3}0.000{col 61}{space 4}-2.488985{col 74}{space 3}-1.407271
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .4573585{col 33}{space 2} .5626214{col 44}{space 1}    0.81{col 53}{space 3}0.417{col 61}{space 4}-.6494556{col 74}{space 3} 1.564173
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.2219041{col 33}{space 2} .3330636{col 44}{space 1}   -0.67{col 53}{space 3}0.506{col 61}{space 4} -.877122{col 74}{space 3} .4333137
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} 103.1458{col 33}{space 2}   15.566{col 44}{space 1}    6.63{col 53}{space 3}0.000{col 61}{space 4} 72.52369{col 74}{space 3}  133.768
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}

{com}. reghdfe pm25 total_coal50_450 avtemp tosun $citycontrol, abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    96,910
{txt}Absorbing 1 HDFE group{col 51}F({res}   7{txt},{res}    327{txt}){col 67}= {res}     51.69
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.5952
{txt}{col 51}Adj R-squared{col 67}= {res}    0.5952
{txt}{col 51}Within R-sq.{col 67}= {res}    0.5874
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       328{txt}{col 51}Root MSE{col 67}= {res}    9.8323

{txt}{ralign 85:(Std. err. adjusted for {res:328} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}               pm25{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 3}total_coal50_450 {c |}{col 21}{res}{space 2} .0560533{col 33}{space 2} .0102102{col 44}{space 1}    5.49{col 53}{space 3}0.000{col 61}{space 4} .0359672{col 74}{space 3} .0761393
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0105884{col 33}{space 2} .0211836{col 44}{space 1}    0.50{col 53}{space 3}0.618{col 61}{space 4}-.0310849{col 74}{space 3} .0522617
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-.0003443{col 33}{space 2} .0001558{col 44}{space 1}   -2.21{col 53}{space 3}0.028{col 61}{space 4}-.0006509{col 74}{space 3}-.0000377
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-6.751514{col 33}{space 2} 1.318182{col 44}{space 1}   -5.12{col 53}{space 3}0.000{col 61}{space 4}-9.344701{col 74}{space 3}-4.158327
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-2.029572{col 33}{space 2} .2743258{col 44}{space 1}   -7.40{col 53}{space 3}0.000{col 61}{space 4}-2.569238{col 74}{space 3}-1.489906
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .5233431{col 33}{space 2} .6399969{col 44}{space 1}    0.82{col 53}{space 3}0.414{col 61}{space 4}-.7356877{col 74}{space 3} 1.782374
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-3.639167{col 33}{space 2} 1.259668{col 44}{space 1}   -2.89{col 53}{space 3}0.004{col 61}{space 4}-6.117242{col 74}{space 3}-1.161091
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} 118.3477{col 33}{space 2} 16.88782{col 44}{space 1}    7.01{col 53}{space 3}0.000{col 61}{space 4} 85.12527{col 74}{space 3} 151.5702
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. reghdfe pm25 total_coal50_450 avtemp tosun $citycontrol, abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    96,910
{txt}Absorbing 2 HDFE groups{col 51}F({res}   7{txt},{res}    327{txt}){col 67}= {res}     51.94
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.5965
{txt}{col 51}Adj R-squared{col 67}= {res}    0.5963
{txt}{col 51}Within R-sq.{col 67}= {res}    0.5856
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       328{txt}{col 51}Root MSE{col 67}= {res}    9.8181

{txt}{ralign 85:(Std. err. adjusted for {res:328} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}               pm25{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 3}total_coal50_450 {c |}{col 21}{res}{space 2} .0557906{col 33}{space 2} .0101721{col 44}{space 1}    5.48{col 53}{space 3}0.000{col 61}{space 4} .0357795{col 74}{space 3} .0758017
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0106795{col 33}{space 2} .0211376{col 44}{space 1}    0.51{col 53}{space 3}0.614{col 61}{space 4}-.0309033{col 74}{space 3} .0522623
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-.0003412{col 33}{space 2} .0001556{col 44}{space 1}   -2.19{col 53}{space 3}0.029{col 61}{space 4}-.0006473{col 74}{space 3}-.0000352
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-6.741137{col 33}{space 2} 1.308476{col 44}{space 1}   -5.15{col 53}{space 3}0.000{col 61}{space 4} -9.31523{col 74}{space 3}-4.167043
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-2.036907{col 33}{space 2}  .272968{col 44}{space 1}   -7.46{col 53}{space 3}0.000{col 61}{space 4}-2.573901{col 74}{space 3}-1.499912
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .5226057{col 33}{space 2} .6359193{col 44}{space 1}    0.82{col 53}{space 3}0.412{col 61}{space 4}-.7284034{col 74}{space 3} 1.773615
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-3.632461{col 33}{space 2} 1.256526{col 44}{space 1}   -2.89{col 53}{space 3}0.004{col 61}{space 4}-6.104356{col 74}{space 3}-1.160566
{txt}{space 14}_cons {c |}{col 21}{res}{space 2}  118.267{col 33}{space 2} 16.78957{col 44}{space 1}    7.04{col 53}{space 3}0.000{col 61}{space 4} 85.23779{col 74}{space 3} 151.2962
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. reghdfe pm25 total_coal50_450 avtemp tosun $citycontrol, abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}    96,910
{txt}Absorbing 1 HDFE group{col 51}F({res}   7{txt},{res}    327{txt}){col 67}= {res}     51.82
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.5967
{txt}{col 51}Adj R-squared{col 67}= {res}    0.5964
{txt}{col 51}Within R-sq.{col 67}= {res}    0.5851
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       328{txt}{col 51}Root MSE{col 67}= {res}    9.8171

{txt}{ralign 85:(Std. err. adjusted for {res:328} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}               pm25{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 3}total_coal50_450 {c |}{col 21}{res}{space 2} .0558083{col 33}{space 2} .0101674{col 44}{space 1}    5.49{col 53}{space 3}0.000{col 61}{space 4} .0358064{col 74}{space 3} .0758101
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0107346{col 33}{space 2} .0211258{col 44}{space 1}    0.51{col 53}{space 3}0.612{col 61}{space 4} -.030825{col 74}{space 3} .0522942
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} -.000341{col 33}{space 2} .0001555{col 44}{space 1}   -2.19{col 53}{space 3}0.029{col 61}{space 4}-.0006469{col 74}{space 3}-.0000351
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-6.738916{col 33}{space 2}  1.30885{col 44}{space 1}   -5.15{col 53}{space 3}0.000{col 61}{space 4}-9.313745{col 74}{space 3}-4.164087
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-2.035981{col 33}{space 2} .2733866{col 44}{space 1}   -7.45{col 53}{space 3}0.000{col 61}{space 4}-2.573799{col 74}{space 3}-1.498162
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}  .523642{col 33}{space 2} .6368386{col 44}{space 1}    0.82{col 53}{space 3}0.412{col 61}{space 4}-.7291757{col 74}{space 3}  1.77646
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-3.628541{col 33}{space 2} 1.255493{col 44}{space 1}   -2.89{col 53}{space 3}0.004{col 61}{space 4}-6.098402{col 74}{space 3}-1.158679
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} 118.2056{col 33}{space 2} 16.79511{col 44}{space 1}    7.04{col 53}{space 3}0.000{col 61}{space 4} 85.16554{col 74}{space 3} 151.2457
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A3
. use "$rawdata\Thermal", clear
{txt}
{com}. g cityid = code/100
{txt}
{com}. sort cityid year
{txt}
{com}. merge cityid year using "$rawdata\pm25_1998_2016.dta"
{txt}{p}
(you are using old
{bf:merge} syntax; see
{bf:{help merge:[D] merge}} for new syntax)
{p_end}
{p 0 7 2}
(variable
{bf:cityid} was {bf:float}, now {bf:double} to accommodate using data's values)
{p_end}
{p 0 7 2}
(variable
{bf:year} was {bf:int}, now {bf:float} to accommodate using data's values)
{p_end}

{com}. keep if _merge==3
{txt}(190 observations deleted)

{com}. drop _merge
{txt}
{com}. 
. bysort year: egen mean_thermalinversion=mean(thermalstrength)
{txt}
{com}. 
. gen group_num=(thermalstrength>mean_thermalinversion)
{txt}
{com}. ttest pm25,by(group_num)

{txt}Two-sample t test with equal variances
{hline 9}{c TT}{hline 68}
   Group{col 10}{c |}{col 16}Obs{col 27}Mean{col 35}Std. err.{col 47}Std. dev.{col 59}[95% conf. interval]
{hline 9}{c +}{hline 68}
       0 {c |}{res}{col 12}  3,867{col 22} 30.58313{col 34} .2092418{col 46} 13.01175{col 58}  30.1729{col 70} 30.99337
       {txt}1 {c |}{res}{col 12}  2,517{col 22} 43.65382{col 34} .3787997{col 46} 19.00427{col 58} 42.91103{col 70} 44.39661
{txt}{hline 9}{c +}{hline 68}
Combined {c |}{res}{col 12}  6,384{col 22} 35.73647{col 34} .2115519{col 46} 16.90298{col 58} 35.32176{col 70} 36.15118
{txt}{hline 9}{c +}{hline 68}
    diff {c |}{res}{col 22}-13.07069{col 34}   .40082{col 58}-13.85643{col 70}-12.28495
{txt}{hline 9}{c BT}{hline 68}
    diff = mean({res}0{txt}) - mean({res}1{txt})                                      t = {res}-32.6099
{txt}H0: diff = 0                                     Degrees of freedom = {res}    6382

    {txt}Ha: diff < 0                 Ha: diff != 0                 Ha: diff > 0
 Pr(T < t) = {res}0.0000         {txt}Pr(|T| > |t|) = {res}0.0000          {txt}Pr(T > t) = {res}1.0000
{txt}
{com}. 
. *Table A4
. use "$workdata\census_han_reg",clear
{txt}
{com}. 
. *Add Housing Cost
. local control = "price_2 growth_h_2"
{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   312{txt}{col 55}Number of obs = {res}   95522
{txt}{col 55}F( 12,   311) = {res}   43.72
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21932.78534{txt}{col 55}Centered R2   = {res}  0.0192
{txt}Total (uncentered) SS   = {res}       34121{txt}{col 55}Uncentered R2 = {res}  0.3696
{txt}Residual SS             = {res} 21511.20709{txt}{col 55}Root MSE      = {res}   .4745

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0039759{col 33}{space 2} .0021457{col 44}{space 1}   -1.85{col 53}{space 3}0.064{col 61}{space 4}-.0081814{col 74}{space 3} .0002296
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0117622{col 33}{space 2} .0055511{col 44}{space 1}   -2.12{col 53}{space 3}0.034{col 61}{space 4}-.0226422{col 74}{space 3}-.0008823
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0343968{col 33}{space 2}  .016282{col 44}{space 1}   -2.11{col 53}{space 3}0.035{col 61}{space 4}-.0663089{col 74}{space 3}-.0024847
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0157202{col 33}{space 2}  .007642{col 44}{space 1}   -2.06{col 53}{space 3}0.040{col 61}{space 4}-.0306983{col 74}{space 3}-.0007422
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0163825{col 33}{space 2} .0058617{col 44}{space 1}   -2.79{col 53}{space 3}0.005{col 61}{space 4}-.0278712{col 74}{space 3}-.0048938
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0094541{col 33}{space 2} .0042935{col 44}{space 1}    2.20{col 53}{space 3}0.028{col 61}{space 4} .0010391{col 74}{space 3} .0178692
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008406{col 33}{space 2} .0001774{col 44}{space 1}    4.74{col 53}{space 3}0.000{col 61}{space 4} .0004929{col 74}{space 3} .0011883
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.33e-06{col 33}{space 2} 2.14e-06{col 44}{space 1}    0.62{col 53}{space 3}0.536{col 61}{space 4}-2.87e-06{col 74}{space 3} 5.52e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0013732{col 33}{space 2}  .000806{col 44}{space 1}   -1.70{col 53}{space 3}0.088{col 61}{space 4} -.002953{col 74}{space 3} .0002066
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000101{col 33}{space 2} 7.14e-06{col 44}{space 1}   -1.42{col 53}{space 3}0.157{col 61}{space 4}-.0000241{col 74}{space 3} 3.89e-06
{txt}{space 12}price_2 {c |}{col 21}{res}{space 2}-.0000125{col 33}{space 2} 4.02e-06{col 44}{space 1}   -3.11{col 53}{space 3}0.002{col 61}{space 4}-.0000204{col 74}{space 3}-4.61e-06
{txt}{space 9}growth_h_2 {c |}{col 21}{res}{space 2} .0125043{col 33}{space 2} .0055393{col 44}{space 1}    2.26{col 53}{space 3}0.024{col 61}{space 4} .0016474{col 74}{space 3} .0233612
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .8479248{col 33}{space 2}   .25985{col 44}{space 1}    3.26{col 53}{space 3}0.001{col 61}{space 4} .3386282{col 74}{space 3} 1.357221
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.191
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0227
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1226.020
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.567
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 price_2 growth_h_2
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   312{txt}{col 55}Number of obs = {res}   95522
{txt}{col 55}F( 12,   311) = {res}   14.43
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21599.94014{txt}{col 55}Centered R2   = {res}  0.0045
{txt}Total (uncentered) SS   = {res} 21599.94014{txt}{col 55}Uncentered R2 = {res}  0.0045
{txt}Residual SS             = {res} 21501.66305{txt}{col 55}Root MSE      = {res}   .4745

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0038958{col 33}{space 2} .0020567{col 44}{space 1}   -1.89{col 53}{space 3}0.059{col 61}{space 4}-.0079426{col 74}{space 3} .0001509
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0116257{col 33}{space 2}  .005398{col 44}{space 1}   -2.15{col 53}{space 3}0.032{col 61}{space 4}-.0222469{col 74}{space 3}-.0010046
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0332554{col 33}{space 2} .0150508{col 44}{space 1}   -2.21{col 53}{space 3}0.028{col 61}{space 4}-.0628697{col 74}{space 3}-.0036411
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0149585{col 33}{space 2} .0069163{col 44}{space 1}   -2.16{col 53}{space 3}0.031{col 61}{space 4}-.0285672{col 74}{space 3}-.0013498
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0155438{col 33}{space 2} .0053033{col 44}{space 1}   -2.93{col 53}{space 3}0.004{col 61}{space 4}-.0259787{col 74}{space 3}-.0051089
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0010431{col 33}{space 2} .0155097{col 44}{space 1}   -0.07{col 53}{space 3}0.946{col 61}{space 4}-.0315604{col 74}{space 3} .0294742
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008195{col 33}{space 2} .0001609{col 44}{space 1}    5.09{col 53}{space 3}0.000{col 61}{space 4} .0005029{col 74}{space 3} .0011362
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.25e-06{col 33}{space 2} 2.06e-06{col 44}{space 1}    0.61{col 53}{space 3}0.544{col 61}{space 4}-2.81e-06{col 74}{space 3} 5.31e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.001339{col 33}{space 2} .0007862{col 44}{space 1}   -1.70{col 53}{space 3}0.090{col 61}{space 4} -.002886{col 74}{space 3}  .000208
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-9.99e-06{col 33}{space 2} 7.01e-06{col 44}{space 1}   -1.42{col 53}{space 3}0.155{col 61}{space 4}-.0000238{col 74}{space 3} 3.80e-06
{txt}{space 12}price_2 {c |}{col 21}{res}{space 2} -.000012{col 33}{space 2} 4.02e-06{col 44}{space 1}   -3.00{col 53}{space 3}0.003{col 61}{space 4}-.0000199{col 74}{space 3}-4.13e-06
{txt}{space 9}growth_h_2 {c |}{col 21}{res}{space 2} .0121391{col 33}{space 2} .0056046{col 44}{space 1}    2.17{col 53}{space 3}0.031{col 61}{space 4} .0011114{col 74}{space 3} .0231668
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.750
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0165
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1317.719
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.881
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 price_2 growth_h_2
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   312{txt}{col 55}Number of obs = {res}   95522
{txt}{col 55}F( 12,   311) = {res}   14.49
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21474.81372{txt}{col 55}Centered R2   = {res}  0.0046
{txt}Total (uncentered) SS   = {res} 21474.81372{txt}{col 55}Uncentered R2 = {res}  0.0046
{txt}Residual SS             = {res} 21375.34389{txt}{col 55}Root MSE      = {res}   .4732

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0038761{col 33}{space 2} .0020626{col 44}{space 1}   -1.88{col 53}{space 3}0.061{col 61}{space 4}-.0079345{col 74}{space 3} .0001823
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0116591{col 33}{space 2} .0054471{col 44}{space 1}   -2.14{col 53}{space 3}0.033{col 61}{space 4} -.022377{col 74}{space 3}-.0009413
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0332751{col 33}{space 2} .0150798{col 44}{space 1}   -2.21{col 53}{space 3}0.028{col 61}{space 4}-.0629463{col 74}{space 3}-.0036038
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} -.015129{col 33}{space 2} .0069667{col 44}{space 1}   -2.17{col 53}{space 3}0.031{col 61}{space 4}-.0288369{col 74}{space 3}-.0014212
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0159177{col 33}{space 2} .0053179{col 44}{space 1}   -2.99{col 53}{space 3}0.003{col 61}{space 4}-.0263814{col 74}{space 3}-.0054541
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0003456{col 33}{space 2}  .015487{col 44}{space 1}   -0.02{col 53}{space 3}0.982{col 61}{space 4}-.0308182{col 74}{space 3}  .030127
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008053{col 33}{space 2} .0001608{col 44}{space 1}    5.01{col 53}{space 3}0.000{col 61}{space 4} .0004888{col 74}{space 3} .0011217
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.15e-06{col 33}{space 2} 2.08e-06{col 44}{space 1}    0.55{col 53}{space 3}0.581{col 61}{space 4}-2.94e-06{col 74}{space 3} 5.23e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0013286{col 33}{space 2}  .000775{col 44}{space 1}   -1.71{col 53}{space 3}0.087{col 61}{space 4}-.0028536{col 74}{space 3} .0001964
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000102{col 33}{space 2} 7.06e-06{col 44}{space 1}   -1.44{col 53}{space 3}0.150{col 61}{space 4}-.0000241{col 74}{space 3} 3.70e-06
{txt}{space 12}price_2 {c |}{col 21}{res}{space 2}-.0000124{col 33}{space 2} 4.07e-06{col 44}{space 1}   -3.06{col 53}{space 3}0.002{col 61}{space 4}-.0000205{col 74}{space 3}-4.43e-06
{txt}{space 9}growth_h_2 {c |}{col 21}{res}{space 2} .0122517{col 33}{space 2} .0056976{col 44}{space 1}    2.15{col 53}{space 3}0.032{col 61}{space 4} .0010409{col 74}{space 3} .0234625
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.694
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0170
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1300.685
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.851
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 price_2 growth_h_2
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   312{txt}{col 55}Number of obs = {res}   95522
{txt}{col 55}F( 12,   311) = {res}   14.75
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21450.87057{txt}{col 55}Centered R2   = {res}  0.0052
{txt}Total (uncentered) SS   = {res} 21450.87057{txt}{col 55}Uncentered R2 = {res}  0.0052
{txt}Residual SS             = {res} 21338.36938{txt}{col 55}Root MSE      = {res}   .4728

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0037135{col 33}{space 2}  .002031{col 44}{space 1}   -1.83{col 53}{space 3}0.068{col 61}{space 4}-.0077098{col 74}{space 3} .0002827
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0112367{col 33}{space 2} .0053508{col 44}{space 1}   -2.10{col 53}{space 3}0.037{col 61}{space 4}-.0217651{col 74}{space 3}-.0007083
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0321597{col 33}{space 2} .0148538{col 44}{space 1}   -2.17{col 53}{space 3}0.031{col 61}{space 4}-.0613863{col 74}{space 3} -.002933
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0145823{col 33}{space 2} .0068917{col 44}{space 1}   -2.12{col 53}{space 3}0.035{col 61}{space 4}-.0281427{col 74}{space 3} -.001022
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0151427{col 33}{space 2} .0052525{col 44}{space 1}   -2.88{col 53}{space 3}0.004{col 61}{space 4}-.0254776{col 74}{space 3}-.0048078
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}  .000759{col 33}{space 2} .0151919{col 44}{space 1}    0.05{col 53}{space 3}0.960{col 61}{space 4}-.0291329{col 74}{space 3} .0306509
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008012{col 33}{space 2} .0001579{col 44}{space 1}    5.07{col 53}{space 3}0.000{col 61}{space 4} .0004905{col 74}{space 3} .0011118
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.04e-06{col 33}{space 2} 2.05e-06{col 44}{space 1}    0.51{col 53}{space 3}0.612{col 61}{space 4}-2.99e-06{col 74}{space 3} 5.07e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0012728{col 33}{space 2} .0007608{col 44}{space 1}   -1.67{col 53}{space 3}0.095{col 61}{space 4}-.0027698{col 74}{space 3} .0002242
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-9.79e-06{col 33}{space 2} 6.91e-06{col 44}{space 1}   -1.42{col 53}{space 3}0.158{col 61}{space 4}-.0000234{col 74}{space 3} 3.82e-06
{txt}{space 12}price_2 {c |}{col 21}{res}{space 2}-.0000122{col 33}{space 2} 4.03e-06{col 44}{space 1}   -3.02{col 53}{space 3}0.003{col 61}{space 4}-.0000201{col 74}{space 3}-4.25e-06
{txt}{space 9}growth_h_2 {c |}{col 21}{res}{space 2} .0115019{col 33}{space 2} .0056425{col 44}{space 1}    2.04{col 53}{space 3}0.042{col 61}{space 4} .0003996{col 74}{space 3} .0226042
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.722
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0168
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1302.437
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.863
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 price_2 growth_h_2
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Add Economic Controls
. local control = "GDP_per_2 growth_GDP_per_2 growth_unemploy_2 unemploy_2"
{txt}
{com}. 
. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   275{txt}{col 55}Number of obs = {res}   91869
{txt}{col 55}F( 14,   274) = {res}   24.27
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21181.75047{txt}{col 55}Centered R2   = {res}  0.0190
{txt}Total (uncentered) SS   = {res}       33127{txt}{col 55}Uncentered R2 = {res}  0.3728
{txt}Residual SS             = {res} 20778.56183{txt}{col 55}Root MSE      = {res}   .4756

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0028706{col 33}{space 2} .0018629{col 44}{space 1}   -1.54{col 53}{space 3}0.123{col 61}{space 4}-.0065219{col 74}{space 3} .0007806
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0120854{col 33}{space 2} .0046555{col 44}{space 1}   -2.60{col 53}{space 3}0.009{col 61}{space 4}  -.02121{col 74}{space 3}-.0029607
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0177923{col 33}{space 2} .0144347{col 44}{space 1}   -1.23{col 53}{space 3}0.218{col 61}{space 4}-.0460837{col 74}{space 3} .0104992
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} -.002598{col 33}{space 2} .0050841{col 44}{space 1}   -0.51{col 53}{space 3}0.609{col 61}{space 4}-.0125627{col 74}{space 3} .0073667
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0030397{col 33}{space 2}  .005081{col 44}{space 1}   -0.60{col 53}{space 3}0.550{col 61}{space 4}-.0129983{col 74}{space 3} .0069189
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0147771{col 33}{space 2} .0029545{col 44}{space 1}    5.00{col 53}{space 3}0.000{col 61}{space 4} .0089864{col 74}{space 3} .0205678
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}  .000889{col 33}{space 2}  .000176{col 44}{space 1}    5.05{col 53}{space 3}0.000{col 61}{space 4}  .000544{col 74}{space 3} .0012341
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 2.76e-06{col 33}{space 2} 1.67e-06{col 44}{space 1}    1.66{col 53}{space 3}0.097{col 61}{space 4}-5.03e-07{col 74}{space 3} 6.03e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0007636{col 33}{space 2} .0007698{col 44}{space 1}   -0.99{col 53}{space 3}0.321{col 61}{space 4}-.0022725{col 74}{space 3} .0007452
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000106{col 33}{space 2} 5.89e-06{col 44}{space 1}   -1.80{col 53}{space 3}0.071{col 61}{space 4}-.0000222{col 74}{space 3} 9.18e-07
{txt}{space 10}GDP_per_2 {c |}{col 21}{res}{space 2}-4.67e-07{col 33}{space 2} 2.90e-07{col 44}{space 1}   -1.61{col 53}{space 3}0.108{col 61}{space 4}-1.04e-06{col 74}{space 3} 1.02e-07
{txt}{space 3}growth_GDP_per_2 {c |}{col 21}{res}{space 2} .0349898{col 33}{space 2} .0155057{col 44}{space 1}    2.26{col 53}{space 3}0.024{col 61}{space 4} .0045993{col 74}{space 3} .0653804
{txt}{space 2}growth_unemploy_2 {c |}{col 21}{res}{space 2}-.0083324{col 33}{space 2} .0059067{col 44}{space 1}   -1.41{col 53}{space 3}0.158{col 61}{space 4}-.0199093{col 74}{space 3} .0032445
{txt}{space 9}unemploy_2 {c |}{col 21}{res}{space 2} .0000744{col 33}{space 2} .0000814{col 44}{space 1}    0.91{col 53}{space 3}0.360{col 61}{space 4} -.000085{col 74}{space 3} .0002339
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .3823358{col 33}{space 2} .2016645{col 44}{space 1}    1.90{col 53}{space 3}0.058{col 61}{space 4}-.0129194{col 74}{space 3}  .777591
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   7.964
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0048
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}2002.283
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.940
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 GDP_per_2
{col 23}growth_GDP_per_2 growth_unemploy_2 unemploy_2
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   275{txt}{col 55}Number of obs = {res}   91869
{txt}{col 55}F( 14,   274) = {res}   10.30
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20842.65009{txt}{col 55}Centered R2   = {res}  0.0031
{txt}Total (uncentered) SS   = {res} 20842.65009{txt}{col 55}Uncentered R2 = {res}  0.0031
{txt}Residual SS             = {res} 20777.32429{txt}{col 55}Root MSE      = {res}   .4756

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0028703{col 33}{space 2} .0018674{col 44}{space 1}   -1.54{col 53}{space 3}0.125{col 61}{space 4}-.0065465{col 74}{space 3} .0008059
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0120663{col 33}{space 2}   .00463{col 44}{space 1}   -2.61{col 53}{space 3}0.010{col 61}{space 4}-.0211812{col 74}{space 3}-.0029514
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0177518{col 33}{space 2} .0144159{col 44}{space 1}   -1.23{col 53}{space 3}0.219{col 61}{space 4}-.0461317{col 74}{space 3} .0106282
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0026065{col 33}{space 2} .0050998{col 44}{space 1}   -0.51{col 53}{space 3}0.610{col 61}{space 4}-.0126462{col 74}{space 3} .0074332
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0030284{col 33}{space 2} .0049445{col 44}{space 1}   -0.61{col 53}{space 3}0.541{col 61}{space 4}-.0127625{col 74}{space 3} .0067056
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0095493{col 33}{space 2} .0150886{col 44}{space 1}    0.63{col 53}{space 3}0.527{col 61}{space 4}-.0201551{col 74}{space 3} .0392537
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008776{col 33}{space 2} .0001663{col 44}{space 1}    5.28{col 53}{space 3}0.000{col 61}{space 4} .0005502{col 74}{space 3} .0012049
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 2.74e-06{col 33}{space 2} 1.64e-06{col 44}{space 1}    1.67{col 53}{space 3}0.096{col 61}{space 4}-4.92e-07{col 74}{space 3} 5.96e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0007678{col 33}{space 2} .0007875{col 44}{space 1}   -0.98{col 53}{space 3}0.330{col 61}{space 4}-.0023182{col 74}{space 3} .0007825
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000106{col 33}{space 2} 5.93e-06{col 44}{space 1}   -1.79{col 53}{space 3}0.074{col 61}{space 4}-.0000223{col 74}{space 3} 1.04e-06
{txt}{space 10}GDP_per_2 {c |}{col 21}{res}{space 2}-4.79e-07{col 33}{space 2} 2.77e-07{col 44}{space 1}   -1.73{col 53}{space 3}0.085{col 61}{space 4}-1.02e-06{col 74}{space 3} 6.69e-08
{txt}{space 3}growth_GDP_per_2 {c |}{col 21}{res}{space 2} .0344398{col 33}{space 2} .0162286{col 44}{space 1}    2.12{col 53}{space 3}0.035{col 61}{space 4} .0024912{col 74}{space 3} .0663884
{txt}{space 2}growth_unemploy_2 {c |}{col 21}{res}{space 2}-.0082437{col 33}{space 2} .0058419{col 44}{space 1}   -1.41{col 53}{space 3}0.159{col 61}{space 4}-.0197444{col 74}{space 3} .0032571
{txt}{space 9}unemploy_2 {c |}{col 21}{res}{space 2} .0000777{col 33}{space 2} .0000828{col 44}{space 1}    0.94{col 53}{space 3}0.349{col 61}{space 4}-.0000853{col 74}{space 3} .0002406
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   8.510
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0035
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}2072.236
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   4.256
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 GDP_per_2
{col 23}growth_GDP_per_2 growth_unemploy_2 unemploy_2
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   275{txt}{col 55}Number of obs = {res}   91869
{txt}{col 55}F( 14,   274) = {res}   10.25
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20726.03849{txt}{col 55}Centered R2   = {res}  0.0030
{txt}Total (uncentered) SS   = {res} 20726.03849{txt}{col 55}Uncentered R2 = {res}  0.0030
{txt}Residual SS             = {res} 20664.62888{txt}{col 55}Root MSE      = {res}   .4744

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0028576{col 33}{space 2} .0018812{col 44}{space 1}   -1.52{col 53}{space 3}0.130{col 61}{space 4} -.006561{col 74}{space 3} .0008458
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0122244{col 33}{space 2} .0046959{col 44}{space 1}   -2.60{col 53}{space 3}0.010{col 61}{space 4}-.0214691{col 74}{space 3}-.0029797
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0177461{col 33}{space 2} .0146434{col 44}{space 1}   -1.21{col 53}{space 3}0.227{col 61}{space 4}-.0465739{col 74}{space 3} .0110818
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0026581{col 33}{space 2} .0051595{col 44}{space 1}   -0.52{col 53}{space 3}0.607{col 61}{space 4}-.0128155{col 74}{space 3} .0074992
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0032196{col 33}{space 2} .0049515{col 44}{space 1}   -0.65{col 53}{space 3}0.516{col 61}{space 4}-.0129675{col 74}{space 3} .0065282
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0099123{col 33}{space 2} .0151477{col 44}{space 1}    0.65{col 53}{space 3}0.513{col 61}{space 4}-.0199083{col 74}{space 3} .0397329
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008654{col 33}{space 2} .0001678{col 44}{space 1}    5.16{col 53}{space 3}0.000{col 61}{space 4} .0005351{col 74}{space 3} .0011958
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 2.73e-06{col 33}{space 2} 1.66e-06{col 44}{space 1}    1.65{col 53}{space 3}0.100{col 61}{space 4}-5.28e-07{col 74}{space 3} 5.99e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.000758{col 33}{space 2} .0007831{col 44}{space 1}   -0.97{col 53}{space 3}0.334{col 61}{space 4}-.0022996{col 74}{space 3} .0007837
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} -.000011{col 33}{space 2} 6.00e-06{col 44}{space 1}   -1.83{col 53}{space 3}0.069{col 61}{space 4}-.0000228{col 74}{space 3} 8.50e-07
{txt}{space 10}GDP_per_2 {c |}{col 21}{res}{space 2}-5.14e-07{col 33}{space 2} 2.78e-07{col 44}{space 1}   -1.85{col 53}{space 3}0.065{col 61}{space 4}-1.06e-06{col 74}{space 3} 3.31e-08
{txt}{space 3}growth_GDP_per_2 {c |}{col 21}{res}{space 2} .0357049{col 33}{space 2} .0163612{col 44}{space 1}    2.18{col 53}{space 3}0.030{col 61}{space 4} .0034953{col 74}{space 3} .0679144
{txt}{space 2}growth_unemploy_2 {c |}{col 21}{res}{space 2}-.0079386{col 33}{space 2} .0058443{col 44}{space 1}   -1.36{col 53}{space 3}0.175{col 61}{space 4} -.019444{col 74}{space 3} .0035669
{txt}{space 9}unemploy_2 {c |}{col 21}{res}{space 2} .0000789{col 33}{space 2}  .000084{col 44}{space 1}    0.94{col 53}{space 3}0.348{col 61}{space 4}-.0000864{col 74}{space 3} .0002443
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   8.450
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0037
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}2052.692
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   4.222
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 GDP_per_2
{col 23}growth_GDP_per_2 growth_unemploy_2 unemploy_2
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   275{txt}{col 55}Number of obs = {res}   91869
{txt}{col 55}F( 14,   274) = {res}   10.35
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20697.77843{txt}{col 55}Centered R2   = {res}  0.0037
{txt}Total (uncentered) SS   = {res} 20697.77843{txt}{col 55}Uncentered R2 = {res}  0.0037
{txt}Residual SS             = {res} 20622.00509{txt}{col 55}Root MSE      = {res}    .474

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0027466{col 33}{space 2} .0018523{col 44}{space 1}   -1.48{col 53}{space 3}0.139{col 61}{space 4}-.0063933{col 74}{space 3}    .0009
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0118225{col 33}{space 2} .0045901{col 44}{space 1}   -2.58{col 53}{space 3}0.011{col 61}{space 4}-.0208589{col 74}{space 3}-.0027861
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0173094{col 33}{space 2} .0142601{col 44}{space 1}   -1.21{col 53}{space 3}0.226{col 61}{space 4}-.0453827{col 74}{space 3} .0107638
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0027785{col 33}{space 2} .0050977{col 44}{space 1}   -0.55{col 53}{space 3}0.586{col 61}{space 4}-.0128141{col 74}{space 3}  .007257
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0027806{col 33}{space 2}   .00476{col 44}{space 1}   -0.58{col 53}{space 3}0.560{col 61}{space 4}-.0121515{col 74}{space 3} .0065903
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0107827{col 33}{space 2} .0148442{col 44}{space 1}    0.73{col 53}{space 3}0.468{col 61}{space 4}-.0184405{col 74}{space 3} .0400059
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008663{col 33}{space 2} .0001636{col 44}{space 1}    5.29{col 53}{space 3}0.000{col 61}{space 4} .0005442{col 74}{space 3} .0011884
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 2.75e-06{col 33}{space 2} 1.62e-06{col 44}{space 1}    1.69{col 53}{space 3}0.092{col 61}{space 4}-4.52e-07{col 74}{space 3} 5.94e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0007223{col 33}{space 2} .0007703{col 44}{space 1}   -0.94{col 53}{space 3}0.349{col 61}{space 4}-.0022389{col 74}{space 3} .0007942
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000108{col 33}{space 2} 5.88e-06{col 44}{space 1}   -1.83{col 53}{space 3}0.068{col 61}{space 4}-.0000223{col 74}{space 3} 8.17e-07
{txt}{space 10}GDP_per_2 {c |}{col 21}{res}{space 2}-5.36e-07{col 33}{space 2} 2.75e-07{col 44}{space 1}   -1.95{col 53}{space 3}0.052{col 61}{space 4}-1.08e-06{col 74}{space 3} 4.14e-09
{txt}{space 3}growth_GDP_per_2 {c |}{col 21}{res}{space 2} .0364818{col 33}{space 2} .0160303{col 44}{space 1}    2.28{col 53}{space 3}0.024{col 61}{space 4} .0049236{col 74}{space 3} .0680401
{txt}{space 2}growth_unemploy_2 {c |}{col 21}{res}{space 2}-.0076499{col 33}{space 2} .0057094{col 44}{space 1}   -1.34{col 53}{space 3}0.181{col 61}{space 4}-.0188898{col 74}{space 3} .0035899
{txt}{space 9}unemploy_2 {c |}{col 21}{res}{space 2} .0000724{col 33}{space 2} .0000811{col 44}{space 1}    0.89{col 53}{space 3}0.373{col 61}{space 4}-.0000873{col 74}{space 3}  .000232
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   8.486
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0036
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}2055.611
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   4.238
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 GDP_per_2
{col 23}growth_GDP_per_2 growth_unemploy_2 unemploy_2
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Add Hospital Infrastructures
. local control = "num_bed_1 growth_num_bed_1 num_hosp_2 growth_num_hosp_2"
{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   278{txt}{col 55}Number of obs = {res}   93647
{txt}{col 55}F( 14,   277) = {res}   52.11
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21567.32032{txt}{col 55}Centered R2   = {res}  0.0244
{txt}Total (uncentered) SS   = {res}       33681{txt}{col 55}Uncentered R2 = {res}  0.3753
{txt}Residual SS             = {res} 21040.84614{txt}{col 55}Root MSE      = {res}    .474

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0024713{col 33}{space 2} .0016594{col 44}{space 1}   -1.49{col 53}{space 3}0.136{col 61}{space 4}-.0057236{col 74}{space 3}  .000781
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0089359{col 33}{space 2} .0048214{col 44}{space 1}   -1.85{col 53}{space 3}0.064{col 61}{space 4}-.0183857{col 74}{space 3} .0005139
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.020558{col 33}{space 2} .0118704{col 44}{space 1}   -1.73{col 53}{space 3}0.083{col 61}{space 4}-.0438237{col 74}{space 3} .0027076
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0066762{col 33}{space 2} .0053604{col 44}{space 1}   -1.25{col 53}{space 3}0.213{col 61}{space 4}-.0171825{col 74}{space 3}   .00383
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0042345{col 33}{space 2} .0045759{col 44}{space 1}    0.93{col 53}{space 3}0.355{col 61}{space 4}-.0047341{col 74}{space 3}  .013203
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0110368{col 33}{space 2}  .003316{col 44}{space 1}    3.33{col 53}{space 3}0.001{col 61}{space 4} .0045377{col 74}{space 3}  .017536
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008028{col 33}{space 2} .0001556{col 44}{space 1}    5.16{col 53}{space 3}0.000{col 61}{space 4} .0004977{col 74}{space 3} .0011078
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-8.94e-07{col 33}{space 2} 2.05e-06{col 44}{space 1}   -0.44{col 53}{space 3}0.662{col 61}{space 4}-4.90e-06{col 74}{space 3} 3.12e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0007056{col 33}{space 2} .0006998{col 44}{space 1}   -1.01{col 53}{space 3}0.313{col 61}{space 4}-.0020771{col 74}{space 3}  .000666
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.15e-06{col 33}{space 2} 6.22e-06{col 44}{space 1}   -0.99{col 53}{space 3}0.323{col 61}{space 4}-.0000183{col 74}{space 3} 6.04e-06
{txt}{space 10}num_bed_1 {c |}{col 21}{res}{space 2}-1.84e-06{col 33}{space 2} 7.50e-07{col 44}{space 1}   -2.45{col 53}{space 3}0.014{col 61}{space 4}-3.31e-06{col 74}{space 3}-3.66e-07
{txt}{space 3}growth_num_bed_1 {c |}{col 21}{res}{space 2} .0333142{col 33}{space 2} .0397946{col 44}{space 1}    0.84{col 53}{space 3}0.403{col 61}{space 4}-.0446818{col 74}{space 3} .1113102
{txt}{space 9}num_hosp_2 {c |}{col 21}{res}{space 2} .0000601{col 33}{space 2} .0000952{col 44}{space 1}    0.63{col 53}{space 3}0.528{col 61}{space 4}-.0001265{col 74}{space 3} .0002468
{txt}{space 2}growth_num_hosp_2 {c |}{col 21}{res}{space 2}-.0046425{col 33}{space 2} .0056785{col 44}{space 1}   -0.82{col 53}{space 3}0.414{col 61}{space 4}-.0157721{col 74}{space 3} .0064871
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .4950127{col 33}{space 2} .1756535{col 44}{space 1}    2.82{col 53}{space 3}0.005{col 61}{space 4} .1507381{col 74}{space 3} .8392872
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.853
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0155
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1294.956
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.864
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 num_bed_1
{col 23}growth_num_bed_1 num_hosp_2 growth_num_hosp_2
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   278{txt}{col 55}Number of obs = {res}   93647
{txt}{col 55}F( 14,   277) = {res}   17.12
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res}  21218.6853{txt}{col 55}Centered R2   = {res}  0.0084
{txt}Total (uncentered) SS   = {res}  21218.6853{txt}{col 55}Uncentered R2 = {res}  0.0084
{txt}Residual SS             = {res} 21040.68531{txt}{col 55}Root MSE      = {res}    .474

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0024789{col 33}{space 2} .0016388{col 44}{space 1}   -1.51{col 53}{space 3}0.132{col 61}{space 4} -.005705{col 74}{space 3} .0007473
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0089284{col 33}{space 2} .0048478{col 44}{space 1}   -1.84{col 53}{space 3}0.067{col 61}{space 4}-.0184716{col 74}{space 3} .0006147
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0207368{col 33}{space 2} .0113441{col 44}{space 1}   -1.83{col 53}{space 3}0.069{col 61}{space 4}-.0430685{col 74}{space 3} .0015949
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0068117{col 33}{space 2} .0050866{col 44}{space 1}   -1.34{col 53}{space 3}0.182{col 61}{space 4}-.0168249{col 74}{space 3} .0032015
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0042597{col 33}{space 2} .0046726{col 44}{space 1}    0.91{col 53}{space 3}0.363{col 61}{space 4}-.0049385{col 74}{space 3}  .013458
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0139531{col 33}{space 2} .0134891{col 44}{space 1}    1.03{col 53}{space 3}0.302{col 61}{space 4} -.012601{col 74}{space 3} .0405072
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008086{col 33}{space 2} .0001466{col 44}{space 1}    5.51{col 53}{space 3}0.000{col 61}{space 4}   .00052{col 74}{space 3} .0010972
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-9.14e-07{col 33}{space 2} 2.09e-06{col 44}{space 1}   -0.44{col 53}{space 3}0.662{col 61}{space 4}-5.03e-06{col 74}{space 3} 3.21e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0007029{col 33}{space 2} .0007031{col 44}{space 1}   -1.00{col 53}{space 3}0.318{col 61}{space 4} -.002087{col 74}{space 3} .0006811
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.11e-06{col 33}{space 2} 6.30e-06{col 44}{space 1}   -0.97{col 53}{space 3}0.332{col 61}{space 4}-.0000185{col 74}{space 3} 6.28e-06
{txt}{space 10}num_bed_1 {c |}{col 21}{res}{space 2}-1.85e-06{col 33}{space 2} 7.59e-07{col 44}{space 1}   -2.44{col 53}{space 3}0.015{col 61}{space 4}-3.35e-06{col 74}{space 3}-3.59e-07
{txt}{space 3}growth_num_bed_1 {c |}{col 21}{res}{space 2} .0322626{col 33}{space 2} .0398614{col 44}{space 1}    0.81{col 53}{space 3}0.419{col 61}{space 4}-.0462072{col 74}{space 3} .1107324
{txt}{space 9}num_hosp_2 {c |}{col 21}{res}{space 2} .0000595{col 33}{space 2} .0000957{col 44}{space 1}    0.62{col 53}{space 3}0.535{col 61}{space 4}-.0001289{col 74}{space 3} .0002478
{txt}{space 2}growth_num_hosp_2 {c |}{col 21}{res}{space 2}-.0045103{col 33}{space 2} .0056754{col 44}{space 1}   -0.79{col 53}{space 3}0.427{col 61}{space 4}-.0156827{col 74}{space 3} .0066621
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.044
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0140
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1312.834
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.993
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 num_bed_1
{col 23}growth_num_bed_1 num_hosp_2 growth_num_hosp_2
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   278{txt}{col 55}Number of obs = {res}   93647
{txt}{col 55}F( 14,   277) = {res}   16.68
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res}  21099.1442{txt}{col 55}Centered R2   = {res}  0.0084
{txt}Total (uncentered) SS   = {res}  21099.1442{txt}{col 55}Uncentered R2 = {res}  0.0084
{txt}Residual SS             = {res} 20921.38799{txt}{col 55}Root MSE      = {res}   .4728

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0024376{col 33}{space 2} .0016521{col 44}{space 1}   -1.48{col 53}{space 3}0.141{col 61}{space 4}-.0056898{col 74}{space 3} .0008146
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0090491{col 33}{space 2} .0049113{col 44}{space 1}   -1.84{col 53}{space 3}0.066{col 61}{space 4}-.0187172{col 74}{space 3} .0006191
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0205399{col 33}{space 2}  .011461{col 44}{space 1}   -1.79{col 53}{space 3}0.074{col 61}{space 4}-.0431016{col 74}{space 3} .0020218
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0064242{col 33}{space 2} .0051854{col 44}{space 1}   -1.24{col 53}{space 3}0.216{col 61}{space 4}-.0166319{col 74}{space 3} .0037835
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0044121{col 33}{space 2} .0046952{col 44}{space 1}    0.94{col 53}{space 3}0.348{col 61}{space 4}-.0048307{col 74}{space 3} .0136549
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0149326{col 33}{space 2} .0135399{col 44}{space 1}    1.10{col 53}{space 3}0.271{col 61}{space 4}-.0117216{col 74}{space 3} .0415868
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008005{col 33}{space 2} .0001484{col 44}{space 1}    5.39{col 53}{space 3}0.000{col 61}{space 4} .0005084{col 74}{space 3} .0010927
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-1.03e-06{col 33}{space 2} 2.11e-06{col 44}{space 1}   -0.49{col 53}{space 3}0.627{col 61}{space 4}-5.17e-06{col 74}{space 3} 3.12e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0006815{col 33}{space 2} .0006937{col 44}{space 1}   -0.98{col 53}{space 3}0.327{col 61}{space 4}-.0020471{col 74}{space 3} .0006841
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.39e-06{col 33}{space 2} 6.36e-06{col 44}{space 1}   -1.00{col 53}{space 3}0.316{col 61}{space 4}-.0000189{col 74}{space 3} 6.13e-06
{txt}{space 10}num_bed_1 {c |}{col 21}{res}{space 2}-1.95e-06{col 33}{space 2} 7.59e-07{col 44}{space 1}   -2.57{col 53}{space 3}0.011{col 61}{space 4}-3.44e-06{col 74}{space 3}-4.55e-07
{txt}{space 3}growth_num_bed_1 {c |}{col 21}{res}{space 2} .0302695{col 33}{space 2} .0402281{col 44}{space 1}    0.75{col 53}{space 3}0.452{col 61}{space 4}-.0489222{col 74}{space 3} .1094612
{txt}{space 9}num_hosp_2 {c |}{col 21}{res}{space 2} .0000693{col 33}{space 2} .0000959{col 44}{space 1}    0.72{col 53}{space 3}0.471{col 61}{space 4}-.0001194{col 74}{space 3} .0002579
{txt}{space 2}growth_num_hosp_2 {c |}{col 21}{res}{space 2}-.0045462{col 33}{space 2} .0057479{col 44}{space 1}   -0.79{col 53}{space 3}0.430{col 61}{space 4}-.0158612{col 74}{space 3} .0067688
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.001
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0143
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1298.535
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.969
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 num_bed_1
{col 23}growth_num_bed_1 num_hosp_2 growth_num_hosp_2
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   278{txt}{col 55}Number of obs = {res}   93647
{txt}{col 55}F( 14,   277) = {res}   17.51
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21072.23734{txt}{col 55}Centered R2   = {res}  0.0089
{txt}Total (uncentered) SS   = {res} 21072.23734{txt}{col 55}Uncentered R2 = {res}  0.0089
{txt}Residual SS             = {res} 20885.41983{txt}{col 55}Root MSE      = {res}   .4725

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0022982{col 33}{space 2} .0016254{col 44}{space 1}   -1.41{col 53}{space 3}0.159{col 61}{space 4}-.0054979{col 74}{space 3} .0009016
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0085445{col 33}{space 2} .0048113{col 44}{space 1}   -1.78{col 53}{space 3}0.077{col 61}{space 4}-.0180159{col 74}{space 3} .0009269
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0197635{col 33}{space 2} .0112556{col 44}{space 1}   -1.76{col 53}{space 3}0.080{col 61}{space 4}-.0419209{col 74}{space 3} .0023939
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0062737{col 33}{space 2} .0049809{col 44}{space 1}   -1.26{col 53}{space 3}0.209{col 61}{space 4}-.0160788{col 74}{space 3} .0035315
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0049563{col 33}{space 2} .0045516{col 44}{space 1}    1.09{col 53}{space 3}0.277{col 61}{space 4}-.0040038{col 74}{space 3} .0139164
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0159834{col 33}{space 2} .0132652{col 44}{space 1}    1.20{col 53}{space 3}0.229{col 61}{space 4}-.0101301{col 74}{space 3} .0420968
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}  .000798{col 33}{space 2} .0001449{col 44}{space 1}    5.51{col 53}{space 3}0.000{col 61}{space 4} .0005127{col 74}{space 3} .0010833
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-1.09e-06{col 33}{space 2} 2.07e-06{col 44}{space 1}   -0.53{col 53}{space 3}0.599{col 61}{space 4}-5.17e-06{col 74}{space 3} 2.99e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.000631{col 33}{space 2} .0006824{col 44}{space 1}   -0.92{col 53}{space 3}0.356{col 61}{space 4}-.0019744{col 74}{space 3} .0007124
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.02e-06{col 33}{space 2} 6.23e-06{col 44}{space 1}   -0.97{col 53}{space 3}0.335{col 61}{space 4}-.0000183{col 74}{space 3} 6.24e-06
{txt}{space 10}num_bed_1 {c |}{col 21}{res}{space 2}-1.92e-06{col 33}{space 2} 7.44e-07{col 44}{space 1}   -2.58{col 53}{space 3}0.011{col 61}{space 4}-3.38e-06{col 74}{space 3}-4.52e-07
{txt}{space 3}growth_num_bed_1 {c |}{col 21}{res}{space 2} .0335511{col 33}{space 2} .0392813{col 44}{space 1}    0.85{col 53}{space 3}0.394{col 61}{space 4}-.0437767{col 74}{space 3} .1108789
{txt}{space 9}num_hosp_2 {c |}{col 21}{res}{space 2} .0000665{col 33}{space 2} .0000933{col 44}{space 1}    0.71{col 53}{space 3}0.477{col 61}{space 4}-.0001171{col 74}{space 3}   .00025
{txt}{space 2}growth_num_hosp_2 {c |}{col 21}{res}{space 2}-.0046981{col 33}{space 2} .0056187{col 44}{space 1}   -0.84{col 53}{space 3}0.404{col 61}{space 4} -.015759{col 74}{space 3} .0063627
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.032
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0141
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1300.951
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.981
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 num_bed_1
{col 23}growth_num_bed_1 num_hosp_2 growth_num_hosp_2
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Add Emissions Controls
. local control = "so2 growth_so2 no growth_no"
{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   273{txt}{col 55}Number of obs = {res}   92261
{txt}{col 55}F( 14,   272) = {res}   46.94
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21238.41844{txt}{col 55}Centered R2   = {res}  0.0204
{txt}Total (uncentered) SS   = {res}       33148{txt}{col 55}Uncentered R2 = {res}  0.3723
{txt}Residual SS             = {res} 20805.99966{txt}{col 55}Root MSE      = {res}   .4749

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0027818{col 33}{space 2} .0019086{col 44}{space 1}   -1.46{col 53}{space 3}0.145{col 61}{space 4}-.0065227{col 74}{space 3}  .000959
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0114645{col 33}{space 2} .0052368{col 44}{space 1}   -2.19{col 53}{space 3}0.029{col 61}{space 4}-.0217284{col 74}{space 3}-.0012005
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0174697{col 33}{space 2} .0145853{col 44}{space 1}   -1.20{col 53}{space 3}0.231{col 61}{space 4}-.0460563{col 74}{space 3} .0111169
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0019634{col 33}{space 2} .0070882{col 44}{space 1}   -0.28{col 53}{space 3}0.782{col 61}{space 4} -.015856{col 74}{space 3} .0119293
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0006832{col 33}{space 2} .0057522{col 44}{space 1}    0.12{col 53}{space 3}0.905{col 61}{space 4}-.0105909{col 74}{space 3} .0119573
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0158032{col 33}{space 2} .0037525{col 44}{space 1}    4.21{col 53}{space 3}0.000{col 61}{space 4} .0084485{col 74}{space 3} .0231579
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008702{col 33}{space 2} .0001813{col 44}{space 1}    4.80{col 53}{space 3}0.000{col 61}{space 4} .0005149{col 74}{space 3} .0012254
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.08e-06{col 33}{space 2} 2.17e-06{col 44}{space 1}    0.49{col 53}{space 3}0.621{col 61}{space 4}-3.19e-06{col 74}{space 3} 5.34e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0007139{col 33}{space 2} .0007051{col 44}{space 1}   -1.01{col 53}{space 3}0.311{col 61}{space 4} -.002096{col 74}{space 3} .0006682
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.55e-06{col 33}{space 2} 6.14e-06{col 44}{space 1}   -1.39{col 53}{space 3}0.163{col 61}{space 4}-.0000206{col 74}{space 3} 3.47e-06
{txt}{space 16}so2 {c |}{col 21}{res}{space 2}-1.67e-07{col 33}{space 2} 1.20e-07{col 44}{space 1}   -1.39{col 53}{space 3}0.163{col 61}{space 4}-4.01e-07{col 74}{space 3} 6.77e-08
{txt}{space 9}growth_so2 {c |}{col 21}{res}{space 2} .0152343{col 33}{space 2} .0094528{col 44}{space 1}    1.61{col 53}{space 3}0.107{col 61}{space 4}-.0032929{col 74}{space 3} .0337615
{txt}{space 17}no {c |}{col 21}{res}{space 2} 4.17e-07{col 33}{space 2} 6.52e-07{col 44}{space 1}    0.64{col 53}{space 3}0.522{col 61}{space 4}-8.60e-07{col 74}{space 3} 1.69e-06
{txt}{space 10}growth_no {c |}{col 21}{res}{space 2} .0025023{col 33}{space 2}  .012629{col 44}{space 1}    0.20{col 53}{space 3}0.843{col 61}{space 4}-.0222501{col 74}{space 3} .0272548
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .3789796{col 33}{space 2} .2245761{col 44}{space 1}    1.69{col 53}{space 3}0.092{col 61}{space 4}-.0611814{col 74}{space 3} .8191407
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.288
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0122
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1426.820
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.123
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 so2 growth_so2 no
{col 23}growth_no
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   273{txt}{col 55}Number of obs = {res}   92261
{txt}{col 55}F( 14,   272) = {res}   11.31
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res}  20890.2914{txt}{col 55}Centered R2   = {res}  0.0041
{txt}Total (uncentered) SS   = {res}  20890.2914{txt}{col 55}Uncentered R2 = {res}  0.0041
{txt}Residual SS             = {res} 20805.19864{txt}{col 55}Root MSE      = {res}   .4749

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} -.002769{col 33}{space 2} .0018608{col 44}{space 1}   -1.49{col 53}{space 3}0.138{col 61}{space 4}-.0064323{col 74}{space 3} .0008944
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}  -.01145{col 33}{space 2} .0051975{col 44}{space 1}   -2.20{col 53}{space 3}0.028{col 61}{space 4}-.0216824{col 74}{space 3}-.0012176
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0173474{col 33}{space 2}   .01419{col 44}{space 1}   -1.22{col 53}{space 3}0.223{col 61}{space 4}-.0452835{col 74}{space 3} .0105887
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0018923{col 33}{space 2} .0068394{col 44}{space 1}   -0.28{col 53}{space 3}0.782{col 61}{space 4}-.0153573{col 74}{space 3} .0115726
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0006965{col 33}{space 2} .0057008{col 44}{space 1}    0.12{col 53}{space 3}0.903{col 61}{space 4}-.0105268{col 74}{space 3} .0119199
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0132607{col 33}{space 2}  .015413{col 44}{space 1}    0.86{col 53}{space 3}0.390{col 61}{space 4}-.0170832{col 74}{space 3} .0436046
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008623{col 33}{space 2}  .000168{col 44}{space 1}    5.13{col 53}{space 3}0.000{col 61}{space 4} .0005315{col 74}{space 3} .0011931
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.06e-06{col 33}{space 2} 2.13e-06{col 44}{space 1}    0.50{col 53}{space 3}0.620{col 61}{space 4}-3.14e-06{col 74}{space 3} 5.26e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0007133{col 33}{space 2} .0007065{col 44}{space 1}   -1.01{col 53}{space 3}0.314{col 61}{space 4}-.0021042{col 74}{space 3} .0006776
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.57e-06{col 33}{space 2} 6.18e-06{col 44}{space 1}   -1.39{col 53}{space 3}0.167{col 61}{space 4}-.0000207{col 74}{space 3} 3.60e-06
{txt}{space 16}so2 {c |}{col 21}{res}{space 2}-1.64e-07{col 33}{space 2} 1.14e-07{col 44}{space 1}   -1.43{col 53}{space 3}0.153{col 61}{space 4}-3.90e-07{col 74}{space 3} 6.12e-08
{txt}{space 9}growth_so2 {c |}{col 21}{res}{space 2}  .015106{col 33}{space 2} .0094668{col 44}{space 1}    1.60{col 53}{space 3}0.112{col 61}{space 4}-.0035315{col 74}{space 3} .0337435
{txt}{space 17}no {c |}{col 21}{res}{space 2} 4.03e-07{col 33}{space 2} 6.24e-07{col 44}{space 1}    0.65{col 53}{space 3}0.519{col 61}{space 4}-8.26e-07{col 74}{space 3} 1.63e-06
{txt}{space 10}growth_no {c |}{col 21}{res}{space 2} .0025519{col 33}{space 2}  .012718{col 44}{space 1}    0.20{col 53}{space 3}0.841{col 61}{space 4}-.0224863{col 74}{space 3} .0275901
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.711
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0096
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1498.348
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.371
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 so2 growth_so2 no
{col 23}growth_no
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   273{txt}{col 55}Number of obs = {res}   92261
{txt}{col 55}F( 14,   272) = {res}   11.15
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20775.03143{txt}{col 55}Centered R2   = {res}  0.0040
{txt}Total (uncentered) SS   = {res} 20775.03143{txt}{col 55}Uncentered R2 = {res}  0.0040
{txt}Residual SS             = {res} 20691.23275{txt}{col 55}Root MSE      = {res}   .4737

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} -.002722{col 33}{space 2} .0018712{col 44}{space 1}   -1.45{col 53}{space 3}0.147{col 61}{space 4}-.0064059{col 74}{space 3} .0009618
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0115237{col 33}{space 2} .0052705{col 44}{space 1}   -2.19{col 53}{space 3}0.030{col 61}{space 4}-.0218999{col 74}{space 3}-.0011475
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0169512{col 33}{space 2} .0144197{col 44}{space 1}   -1.18{col 53}{space 3}0.241{col 61}{space 4}-.0453395{col 74}{space 3} .0114371
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} -.001614{col 33}{space 2} .0068933{col 44}{space 1}   -0.23{col 53}{space 3}0.815{col 61}{space 4}-.0151849{col 74}{space 3}  .011957
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0006943{col 33}{space 2} .0057731{col 44}{space 1}    0.12{col 53}{space 3}0.904{col 61}{space 4}-.0106713{col 74}{space 3} .0120599
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0143325{col 33}{space 2} .0154374{col 44}{space 1}    0.93{col 53}{space 3}0.354{col 61}{space 4}-.0160595{col 74}{space 3} .0447245
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008503{col 33}{space 2}  .000169{col 44}{space 1}    5.03{col 53}{space 3}0.000{col 61}{space 4} .0005177{col 74}{space 3}  .001183
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 9.75e-07{col 33}{space 2} 2.16e-06{col 44}{space 1}    0.45{col 53}{space 3}0.652{col 61}{space 4}-3.28e-06{col 74}{space 3} 5.23e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0006977{col 33}{space 2} .0006947{col 44}{space 1}   -1.00{col 53}{space 3}0.316{col 61}{space 4}-.0020654{col 74}{space 3}   .00067
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.80e-06{col 33}{space 2} 6.24e-06{col 44}{space 1}   -1.41{col 53}{space 3}0.160{col 61}{space 4}-.0000211{col 74}{space 3} 3.49e-06
{txt}{space 16}so2 {c |}{col 21}{res}{space 2}-1.62e-07{col 33}{space 2} 1.15e-07{col 44}{space 1}   -1.41{col 53}{space 3}0.159{col 61}{space 4}-3.89e-07{col 74}{space 3} 6.40e-08
{txt}{space 9}growth_so2 {c |}{col 21}{res}{space 2} .0154087{col 33}{space 2} .0096081{col 44}{space 1}    1.60{col 53}{space 3}0.110{col 61}{space 4}-.0035071{col 74}{space 3} .0343244
{txt}{space 17}no {c |}{col 21}{res}{space 2} 4.12e-07{col 33}{space 2} 6.28e-07{col 44}{space 1}    0.66{col 53}{space 3}0.513{col 61}{space 4}-8.25e-07{col 74}{space 3} 1.65e-06
{txt}{space 10}growth_no {c |}{col 21}{res}{space 2} .0017264{col 33}{space 2} .0127136{col 44}{space 1}    0.14{col 53}{space 3}0.892{col 61}{space 4}-.0233031{col 74}{space 3} .0267559
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.661
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0099
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1482.146
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.343
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 so2 growth_so2 no
{col 23}growth_no
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   273{txt}{col 55}Number of obs = {res}   92261
{txt}{col 55}F( 14,   272) = {res}   11.48
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20748.19161{txt}{col 55}Centered R2   = {res}  0.0048
{txt}Total (uncentered) SS   = {res} 20748.19161{txt}{col 55}Uncentered R2 = {res}  0.0048
{txt}Residual SS             = {res} 20648.94951{txt}{col 55}Root MSE      = {res}   .4733

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0025834{col 33}{space 2} .0018362{col 44}{space 1}   -1.41{col 53}{space 3}0.161{col 61}{space 4}-.0061985{col 74}{space 3} .0010316
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0110322{col 33}{space 2} .0051471{col 44}{space 1}   -2.14{col 53}{space 3}0.033{col 61}{space 4}-.0211655{col 74}{space 3}-.0008989
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0163647{col 33}{space 2} .0140121{col 44}{space 1}   -1.17{col 53}{space 3}0.244{col 61}{space 4}-.0439507{col 74}{space 3} .0112214
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0013858{col 33}{space 2} .0067589{col 44}{space 1}   -0.21{col 53}{space 3}0.838{col 61}{space 4}-.0146923{col 74}{space 3} .0119207
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0014253{col 33}{space 2} .0055345{col 44}{space 1}    0.26{col 53}{space 3}0.797{col 61}{space 4}-.0094706{col 74}{space 3} .0123212
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0154329{col 33}{space 2}  .015133{col 44}{space 1}    1.02{col 53}{space 3}0.309{col 61}{space 4}-.0143597{col 74}{space 3} .0452255
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008474{col 33}{space 2} .0001653{col 44}{space 1}    5.13{col 53}{space 3}0.000{col 61}{space 4}  .000522{col 74}{space 3} .0011729
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 8.44e-07{col 33}{space 2} 2.12e-06{col 44}{space 1}    0.40{col 53}{space 3}0.690{col 61}{space 4}-3.32e-06{col 74}{space 3} 5.01e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0006389{col 33}{space 2} .0006882{col 44}{space 1}   -0.93{col 53}{space 3}0.354{col 61}{space 4}-.0019937{col 74}{space 3} .0007159
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.42e-06{col 33}{space 2} 6.09e-06{col 44}{space 1}   -1.38{col 53}{space 3}0.168{col 61}{space 4}-.0000204{col 74}{space 3} 3.58e-06
{txt}{space 16}so2 {c |}{col 21}{res}{space 2}-1.62e-07{col 33}{space 2} 1.12e-07{col 44}{space 1}   -1.45{col 53}{space 3}0.148{col 61}{space 4}-3.82e-07{col 74}{space 3} 5.78e-08
{txt}{space 9}growth_so2 {c |}{col 21}{res}{space 2} .0150671{col 33}{space 2} .0095668{col 44}{space 1}    1.57{col 53}{space 3}0.116{col 61}{space 4}-.0037672{col 74}{space 3} .0339015
{txt}{space 17}no {c |}{col 21}{res}{space 2} 3.75e-07{col 33}{space 2} 6.07e-07{col 44}{space 1}    0.62{col 53}{space 3}0.537{col 61}{space 4}-8.21e-07{col 74}{space 3} 1.57e-06
{txt}{space 10}growth_no {c |}{col 21}{res}{space 2} .0015974{col 33}{space 2}  .012493{col 44}{space 1}    0.13{col 53}{space 3}0.898{col 61}{space 4} -.022998{col 74}{space 3} .0261928
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.687
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0097
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1483.728
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.354
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 so2 growth_so2 no
{col 23}growth_no
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A5
. local control = "nearocean00 oceanratio00 avwind avhumid torain dif_avwind_3 dif_avhumid_3 dif_torain_3"
{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   268{txt}{col 55}Number of obs = {res}   89143
{txt}{col 55}F( 18,   267) = {res}   40.12
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20408.97571{txt}{col 55}Centered R2   = {res}  0.0219
{txt}Total (uncentered) SS   = {res}       31637{txt}{col 55}Uncentered R2 = {res}  0.3690
{txt}Residual SS             = {res}  19961.9088{txt}{col 55}Root MSE      = {res}   .4732

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0034682{col 33}{space 2} .0018453{col 44}{space 1}   -1.88{col 53}{space 3}0.060{col 61}{space 4}-.0070848{col 74}{space 3} .0001485
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0112388{col 33}{space 2} .0050065{col 44}{space 1}   -2.24{col 53}{space 3}0.025{col 61}{space 4}-.0210515{col 74}{space 3}-.0014262
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0284212{col 33}{space 2} .0150449{col 44}{space 1}   -1.89{col 53}{space 3}0.059{col 61}{space 4}-.0579087{col 74}{space 3} .0010663
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0062743{col 33}{space 2} .0075537{col 44}{space 1}   -0.83{col 53}{space 3}0.406{col 61}{space 4}-.0210793{col 74}{space 3} .0085307
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0044613{col 33}{space 2} .0056124{col 44}{space 1}   -0.79{col 53}{space 3}0.427{col 61}{space 4}-.0154614{col 74}{space 3} .0065387
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0140401{col 33}{space 2} .0037864{col 44}{space 1}    3.71{col 53}{space 3}0.000{col 61}{space 4} .0066188{col 74}{space 3} .0214614
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0004763{col 33}{space 2} .0002877{col 44}{space 1}    1.66{col 53}{space 3}0.098{col 61}{space 4}-.0000875{col 74}{space 3} .0010401
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 5.65e-06{col 33}{space 2} 3.57e-06{col 44}{space 1}    1.58{col 53}{space 3}0.113{col 61}{space 4}-1.34e-06{col 74}{space 3} .0000126
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0003712{col 33}{space 2}  .000642{col 44}{space 1}   -0.58{col 53}{space 3}0.563{col 61}{space 4}-.0016294{col 74}{space 3} .0008871
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.86e-06{col 33}{space 2} 6.02e-06{col 44}{space 1}   -1.30{col 53}{space 3}0.192{col 61}{space 4}-.0000197{col 74}{space 3} 3.95e-06
{txt}{space 8}nearocean00 {c |}{col 21}{res}{space 2}-.0566938{col 33}{space 2} .0210851{col 44}{space 1}   -2.69{col 53}{space 3}0.007{col 61}{space 4}-.0980199{col 74}{space 3}-.0153678
{txt}{space 7}oceanratio00 {c |}{col 21}{res}{space 2}-.0052882{col 33}{space 2}  .017728{col 44}{space 1}   -0.30{col 53}{space 3}0.765{col 61}{space 4}-.0400344{col 74}{space 3}  .029458
{txt}{space 13}avwind {c |}{col 21}{res}{space 2}-.0004081{col 33}{space 2} .0010075{col 44}{space 1}   -0.41{col 53}{space 3}0.685{col 61}{space 4}-.0023827{col 74}{space 3} .0015666
{txt}{space 12}avhumid {c |}{col 21}{res}{space 2} .0042781{col 33}{space 2} .0018969{col 44}{space 1}    2.26{col 53}{space 3}0.024{col 61}{space 4} .0005603{col 74}{space 3}  .007996
{txt}{space 13}torain {c |}{col 21}{res}{space 2} 3.75e-06{col 33}{space 2} 2.70e-06{col 44}{space 1}    1.39{col 53}{space 3}0.165{col 61}{space 4}-1.54e-06{col 74}{space 3} 9.04e-06
{txt}{space 7}dif_avwind_3 {c |}{col 21}{res}{space 2}  .001327{col 33}{space 2} .0014261{col 44}{space 1}    0.93{col 53}{space 3}0.352{col 61}{space 4}-.0014681{col 74}{space 3}  .004122
{txt}{space 6}dif_avhumid_3 {c |}{col 21}{res}{space 2}-.0013247{col 33}{space 2} .0014426{col 44}{space 1}   -0.92{col 53}{space 3}0.358{col 61}{space 4}-.0041521{col 74}{space 3} .0015027
{txt}{space 7}dif_torain_3 {c |}{col 21}{res}{space 2}-4.07e-07{col 33}{space 2} 2.28e-06{col 44}{space 1}   -0.18{col 53}{space 3}0.859{col 61}{space 4}-4.88e-06{col 74}{space 3} 4.07e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .2286417{col 33}{space 2} .1754848{col 44}{space 1}    1.30{col 53}{space 3}0.193{col 61}{space 4}-.1153021{col 74}{space 3} .5725855
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.077
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0137
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1467.634
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.067
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 nearocean00
{col 23}oceanratio00 avwind avhumid torain dif_avwind_3
{col 23}dif_avhumid_3 dif_torain_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   268{txt}{col 55}Number of obs = {res}   89143
{txt}{col 55}F( 18,   267) = {res}    9.44
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20088.57696{txt}{col 55}Centered R2   = {res}  0.0062
{txt}Total (uncentered) SS   = {res} 20088.57696{txt}{col 55}Uncentered R2 = {res}  0.0062
{txt}Residual SS             = {res} 19963.17959{txt}{col 55}Root MSE      = {res}   .4733

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0034885{col 33}{space 2}  .001909{col 44}{space 1}   -1.83{col 53}{space 3}0.069{col 61}{space 4}-.0072471{col 74}{space 3}   .00027
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0112867{col 33}{space 2} .0051294{col 44}{space 1}   -2.20{col 53}{space 3}0.029{col 61}{space 4} -.021386{col 74}{space 3}-.0011874
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0285124{col 33}{space 2}  .015361{col 44}{space 1}   -1.86{col 53}{space 3}0.065{col 61}{space 4}-.0587564{col 74}{space 3} .0017316
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0063357{col 33}{space 2}  .007771{col 44}{space 1}   -0.82{col 53}{space 3}0.416{col 61}{space 4}-.0216359{col 74}{space 3} .0089646
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0044141{col 33}{space 2} .0054851{col 44}{space 1}   -0.80{col 53}{space 3}0.422{col 61}{space 4}-.0152136{col 74}{space 3} .0063854
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0097931{col 33}{space 2} .0158053{col 44}{space 1}    0.62{col 53}{space 3}0.536{col 61}{space 4}-.0213258{col 74}{space 3} .0409119
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0004661{col 33}{space 2} .0002965{col 44}{space 1}    1.57{col 53}{space 3}0.117{col 61}{space 4}-.0001177{col 74}{space 3} .0010499
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 5.67e-06{col 33}{space 2} 3.63e-06{col 44}{space 1}    1.56{col 53}{space 3}0.120{col 61}{space 4}-1.48e-06{col 74}{space 3} .0000128
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.000371{col 33}{space 2} .0006474{col 44}{space 1}   -0.57{col 53}{space 3}0.567{col 61}{space 4}-.0016456{col 74}{space 3} .0009037
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.97e-06{col 33}{space 2} 6.28e-06{col 44}{space 1}   -1.27{col 53}{space 3}0.205{col 61}{space 4}-.0000203{col 74}{space 3} 4.38e-06
{txt}{space 8}nearocean00 {c |}{col 21}{res}{space 2}-.0562477{col 33}{space 2} .0208339{col 44}{space 1}   -2.70{col 53}{space 3}0.007{col 61}{space 4}-.0972675{col 74}{space 3} -.015228
{txt}{space 7}oceanratio00 {c |}{col 21}{res}{space 2}-.0050411{col 33}{space 2} .0179149{col 44}{space 1}   -0.28{col 53}{space 3}0.779{col 61}{space 4}-.0403135{col 74}{space 3} .0302313
{txt}{space 13}avwind {c |}{col 21}{res}{space 2}-.0004572{col 33}{space 2} .0010877{col 44}{space 1}   -0.42{col 53}{space 3}0.675{col 61}{space 4}-.0025988{col 74}{space 3} .0016843
{txt}{space 12}avhumid {c |}{col 21}{res}{space 2} .0042896{col 33}{space 2} .0019287{col 44}{space 1}    2.22{col 53}{space 3}0.027{col 61}{space 4} .0004921{col 74}{space 3}  .008087
{txt}{space 13}torain {c |}{col 21}{res}{space 2} 3.77e-06{col 33}{space 2} 2.73e-06{col 44}{space 1}    1.38{col 53}{space 3}0.169{col 61}{space 4}-1.61e-06{col 74}{space 3} 9.15e-06
{txt}{space 7}dif_avwind_3 {c |}{col 21}{res}{space 2} .0013769{col 33}{space 2} .0015116{col 44}{space 1}    0.91{col 53}{space 3}0.363{col 61}{space 4}-.0015993{col 74}{space 3}  .004353
{txt}{space 6}dif_avhumid_3 {c |}{col 21}{res}{space 2}-.0013748{col 33}{space 2} .0015287{col 44}{space 1}   -0.90{col 53}{space 3}0.369{col 61}{space 4}-.0043846{col 74}{space 3}  .001635
{txt}{space 7}dif_torain_3 {c |}{col 21}{res}{space 2}-4.27e-07{col 33}{space 2} 2.29e-06{col 44}{space 1}   -0.19{col 53}{space 3}0.852{col 61}{space 4}-4.93e-06{col 74}{space 3} 4.07e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.186
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0129
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1443.182
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.129
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 nearocean00
{col 23}oceanratio00 avwind avhumid torain dif_avwind_3
{col 23}dif_avhumid_3 dif_torain_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   268{txt}{col 55}Number of obs = {res}   89143
{txt}{col 55}F( 18,   267) = {res}    9.17
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 19975.63217{txt}{col 55}Centered R2   = {res}  0.0061
{txt}Total (uncentered) SS   = {res} 19975.63217{txt}{col 55}Uncentered R2 = {res}  0.0061
{txt}Residual SS             = {res} 19854.43291{txt}{col 55}Root MSE      = {res}   .4721

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0034842{col 33}{space 2} .0019179{col 44}{space 1}   -1.82{col 53}{space 3}0.070{col 61}{space 4}-.0072604{col 74}{space 3}  .000292
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0114328{col 33}{space 2} .0051953{col 44}{space 1}   -2.20{col 53}{space 3}0.029{col 61}{space 4}-.0216618{col 74}{space 3}-.0012039
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0284725{col 33}{space 2}  .015445{col 44}{space 1}   -1.84{col 53}{space 3}0.066{col 61}{space 4} -.058882{col 74}{space 3}  .001937
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0061439{col 33}{space 2} .0078342{col 44}{space 1}   -0.78{col 53}{space 3}0.434{col 61}{space 4}-.0215686{col 74}{space 3} .0092807
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} -.004421{col 33}{space 2} .0055553{col 44}{space 1}   -0.80{col 53}{space 3}0.427{col 61}{space 4}-.0153587{col 74}{space 3} .0065167
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0105126{col 33}{space 2} .0157923{col 44}{space 1}    0.67{col 53}{space 3}0.506{col 61}{space 4}-.0205806{col 74}{space 3} .0416059
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0004536{col 33}{space 2} .0003003{col 44}{space 1}    1.51{col 53}{space 3}0.132{col 61}{space 4}-.0001376{col 74}{space 3} .0010449
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 5.68e-06{col 33}{space 2} 3.68e-06{col 44}{space 1}    1.54{col 53}{space 3}0.124{col 61}{space 4}-1.56e-06{col 74}{space 3} .0000129
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0003577{col 33}{space 2} .0006388{col 44}{space 1}   -0.56{col 53}{space 3}0.576{col 61}{space 4}-.0016154{col 74}{space 3}    .0009
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.18e-06{col 33}{space 2} 6.35e-06{col 44}{space 1}   -1.29{col 53}{space 3}0.199{col 61}{space 4}-.0000207{col 74}{space 3} 4.32e-06
{txt}{space 8}nearocean00 {c |}{col 21}{res}{space 2} -.054912{col 33}{space 2} .0209804{col 44}{space 1}   -2.62{col 53}{space 3}0.009{col 61}{space 4}-.0962201{col 74}{space 3}-.0136038
{txt}{space 7}oceanratio00 {c |}{col 21}{res}{space 2}-.0084797{col 33}{space 2} .0177592{col 44}{space 1}   -0.48{col 53}{space 3}0.633{col 61}{space 4}-.0434457{col 74}{space 3} .0264862
{txt}{space 13}avwind {c |}{col 21}{res}{space 2}-.0004624{col 33}{space 2} .0010948{col 44}{space 1}   -0.42{col 53}{space 3}0.673{col 61}{space 4}-.0026179{col 74}{space 3}  .001693
{txt}{space 12}avhumid {c |}{col 21}{res}{space 2} .0043582{col 33}{space 2} .0019529{col 44}{space 1}    2.23{col 53}{space 3}0.026{col 61}{space 4} .0005133{col 74}{space 3} .0082032
{txt}{space 13}torain {c |}{col 21}{res}{space 2} 3.67e-06{col 33}{space 2} 2.73e-06{col 44}{space 1}    1.34{col 53}{space 3}0.180{col 61}{space 4}-1.71e-06{col 74}{space 3} 9.06e-06
{txt}{space 7}dif_avwind_3 {c |}{col 21}{res}{space 2} .0013253{col 33}{space 2} .0015341{col 44}{space 1}    0.86{col 53}{space 3}0.388{col 61}{space 4}-.0016952{col 74}{space 3} .0043458
{txt}{space 6}dif_avhumid_3 {c |}{col 21}{res}{space 2}-.0013251{col 33}{space 2}  .001552{col 44}{space 1}   -0.85{col 53}{space 3}0.394{col 61}{space 4}-.0043808{col 74}{space 3} .0017305
{txt}{space 7}dif_torain_3 {c |}{col 21}{res}{space 2}-3.12e-07{col 33}{space 2} 2.31e-06{col 44}{space 1}   -0.14{col 53}{space 3}0.892{col 61}{space 4}-4.86e-06{col 74}{space 3} 4.23e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.137
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0132
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1428.582
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.100
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 nearocean00
{col 23}oceanratio00 avwind avhumid torain dif_avwind_3
{col 23}dif_avhumid_3 dif_torain_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   268{txt}{col 55}Number of obs = {res}   89143
{txt}{col 55}F( 18,   267) = {res}    9.17
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 19949.25037{txt}{col 55}Centered R2   = {res}  0.0066
{txt}Total (uncentered) SS   = {res} 19949.25037{txt}{col 55}Uncentered R2 = {res}  0.0066
{txt}Residual SS             = {res} 19816.77236{txt}{col 55}Root MSE      = {res}   .4717

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0033261{col 33}{space 2} .0018774{col 44}{space 1}   -1.77{col 53}{space 3}0.078{col 61}{space 4}-.0070225{col 74}{space 3} .0003704
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0109437{col 33}{space 2} .0050368{col 44}{space 1}   -2.17{col 53}{space 3}0.031{col 61}{space 4}-.0208605{col 74}{space 3}-.0010269
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0273863{col 33}{space 2} .0150948{col 44}{space 1}   -1.81{col 53}{space 3}0.071{col 61}{space 4}-.0571064{col 74}{space 3} .0023337
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0058838{col 33}{space 2} .0077029{col 44}{space 1}   -0.76{col 53}{space 3}0.446{col 61}{space 4}-.0210501{col 74}{space 3} .0092824
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0039574{col 33}{space 2} .0054278{col 44}{space 1}   -0.73{col 53}{space 3}0.467{col 61}{space 4}-.0146442{col 74}{space 3} .0067294
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0117287{col 33}{space 2}  .015413{col 44}{space 1}    0.76{col 53}{space 3}0.447{col 61}{space 4}-.0186178{col 74}{space 3} .0420752
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}  .000478{col 33}{space 2} .0002902{col 44}{space 1}    1.65{col 53}{space 3}0.101{col 61}{space 4}-.0000934{col 74}{space 3} .0010495
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 5.44e-06{col 33}{space 2} 3.58e-06{col 44}{space 1}    1.52{col 53}{space 3}0.130{col 61}{space 4}-1.61e-06{col 74}{space 3} .0000125
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0003469{col 33}{space 2} .0006283{col 44}{space 1}   -0.55{col 53}{space 3}0.581{col 61}{space 4} -.001584{col 74}{space 3} .0008902
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.75e-06{col 33}{space 2} 6.19e-06{col 44}{space 1}   -1.25{col 53}{space 3}0.211{col 61}{space 4}-.0000199{col 74}{space 3} 4.43e-06
{txt}{space 8}nearocean00 {c |}{col 21}{res}{space 2}-.0552304{col 33}{space 2} .0206768{col 44}{space 1}   -2.67{col 53}{space 3}0.008{col 61}{space 4}-.0959406{col 74}{space 3}-.0145201
{txt}{space 7}oceanratio00 {c |}{col 21}{res}{space 2}-.0069699{col 33}{space 2} .0181941{col 44}{space 1}   -0.38{col 53}{space 3}0.702{col 61}{space 4}-.0427921{col 74}{space 3} .0288523
{txt}{space 13}avwind {c |}{col 21}{res}{space 2}-.0003745{col 33}{space 2} .0010727{col 44}{space 1}   -0.35{col 53}{space 3}0.727{col 61}{space 4}-.0024865{col 74}{space 3} .0017374
{txt}{space 12}avhumid {c |}{col 21}{res}{space 2} .0042382{col 33}{space 2}  .001906{col 44}{space 1}    2.22{col 53}{space 3}0.027{col 61}{space 4} .0004855{col 74}{space 3} .0079909
{txt}{space 13}torain {c |}{col 21}{res}{space 2} 3.40e-06{col 33}{space 2} 2.66e-06{col 44}{space 1}    1.28{col 53}{space 3}0.202{col 61}{space 4}-1.84e-06{col 74}{space 3} 8.63e-06
{txt}{space 7}dif_avwind_3 {c |}{col 21}{res}{space 2} .0012103{col 33}{space 2} .0014974{col 44}{space 1}    0.81{col 53}{space 3}0.420{col 61}{space 4}-.0017378{col 74}{space 3} .0041585
{txt}{space 6}dif_avhumid_3 {c |}{col 21}{res}{space 2}-.0012086{col 33}{space 2} .0015147{col 44}{space 1}   -0.80{col 53}{space 3}0.426{col 61}{space 4}-.0041909{col 74}{space 3} .0017736
{txt}{space 7}dif_torain_3 {c |}{col 21}{res}{space 2}-4.60e-07{col 33}{space 2} 2.27e-06{col 44}{space 1}   -0.20{col 53}{space 3}0.840{col 61}{space 4}-4.94e-06{col 74}{space 3} 4.01e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.159
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0131
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1428.135
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.110
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 nearocean00
{col 23}oceanratio00 avwind avhumid torain dif_avwind_3
{col 23}dif_avhumid_3 dif_torain_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A6
. local control = "nearocean00 oceanratio00 avwind avhumid torain dif_avwind_3 dif_avhumid_3 dif_torain_3 GDP_per_2 growth_GDP_per_2 growth_unemploy_2 unemploy_2 price_2 growth_h_2 num_bed_1 growth_num_bed_1 so2 growth_so2 no growth_no"
{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   234{txt}{col 55}Number of obs = {res}   82647
{txt}{col 55}F( 30,   233) = {res}   50.05
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 18926.79713{txt}{col 55}Centered R2   = {res}  0.0195
{txt}Total (uncentered) SS   = {res}       29349{txt}{col 55}Uncentered R2 = {res}  0.3677
{txt}Residual SS             = {res} 18556.99167{txt}{col 55}Root MSE      = {res}   .4738

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0059479{col 33}{space 2} .0026904{col 44}{space 1}   -2.21{col 53}{space 3}0.027{col 61}{space 4} -.011221{col 74}{space 3}-.0006748
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0122245{col 33}{space 2} .0056508{col 44}{space 1}   -2.16{col 53}{space 3}0.031{col 61}{space 4}-.0232998{col 74}{space 3}-.0011493
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0558367{col 33}{space 2} .0233437{col 44}{space 1}   -2.39{col 53}{space 3}0.017{col 61}{space 4}-.1015895{col 74}{space 3}-.0100838
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0304214{col 33}{space 2} .0124643{col 44}{space 1}   -2.44{col 53}{space 3}0.015{col 61}{space 4}-.0548509{col 74}{space 3}-.0059919
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0202551{col 33}{space 2} .0099725{col 44}{space 1}   -2.03{col 53}{space 3}0.042{col 61}{space 4}-.0398009{col 74}{space 3}-.0007093
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0048342{col 33}{space 2} .0047613{col 44}{space 1}    1.02{col 53}{space 3}0.310{col 61}{space 4}-.0044978{col 74}{space 3} .0141662
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0004105{col 33}{space 2} .0003345{col 44}{space 1}    1.23{col 53}{space 3}0.220{col 61}{space 4}-.0002452{col 74}{space 3} .0010662
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 6.43e-06{col 33}{space 2} 4.26e-06{col 44}{space 1}    1.51{col 53}{space 3}0.131{col 61}{space 4}-1.91e-06{col 74}{space 3} .0000148
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0002963{col 33}{space 2} .0008025{col 44}{space 1}   -0.37{col 53}{space 3}0.712{col 61}{space 4} -.001869{col 74}{space 3} .0012765
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} -.000011{col 33}{space 2} 6.89e-06{col 44}{space 1}   -1.59{col 53}{space 3}0.111{col 61}{space 4}-.0000245{col 74}{space 3} 2.54e-06
{txt}{space 8}nearocean00 {c |}{col 21}{res}{space 2}-.0523207{col 33}{space 2} .0245229{col 44}{space 1}   -2.13{col 53}{space 3}0.033{col 61}{space 4}-.1003847{col 74}{space 3}-.0042567
{txt}{space 7}oceanratio00 {c |}{col 21}{res}{space 2}-.0089862{col 33}{space 2} .0205256{col 44}{space 1}   -0.44{col 53}{space 3}0.662{col 61}{space 4}-.0492156{col 74}{space 3} .0312433
{txt}{space 13}avwind {c |}{col 21}{res}{space 2}-.0011911{col 33}{space 2} .0014439{col 44}{space 1}   -0.82{col 53}{space 3}0.409{col 61}{space 4}-.0040211{col 74}{space 3} .0016389
{txt}{space 12}avhumid {c |}{col 21}{res}{space 2} .0050276{col 33}{space 2} .0025827{col 44}{space 1}    1.95{col 53}{space 3}0.052{col 61}{space 4}-.0000344{col 74}{space 3} .0100895
{txt}{space 13}torain {c |}{col 21}{res}{space 2} 3.55e-06{col 33}{space 2} 3.41e-06{col 44}{space 1}    1.04{col 53}{space 3}0.298{col 61}{space 4}-3.14e-06{col 74}{space 3} .0000102
{txt}{space 7}dif_avwind_3 {c |}{col 21}{res}{space 2} .0028191{col 33}{space 2} .0018047{col 44}{space 1}    1.56{col 53}{space 3}0.118{col 61}{space 4}-.0007181{col 74}{space 3} .0063563
{txt}{space 6}dif_avhumid_3 {c |}{col 21}{res}{space 2}-.0028002{col 33}{space 2} .0018196{col 44}{space 1}   -1.54{col 53}{space 3}0.124{col 61}{space 4}-.0063665{col 74}{space 3} .0007661
{txt}{space 7}dif_torain_3 {c |}{col 21}{res}{space 2}-1.34e-06{col 33}{space 2} 2.64e-06{col 44}{space 1}   -0.51{col 53}{space 3}0.613{col 61}{space 4}-6.52e-06{col 74}{space 3} 3.84e-06
{txt}{space 10}GDP_per_2 {c |}{col 21}{res}{space 2} 1.17e-07{col 33}{space 2} 4.59e-07{col 44}{space 1}    0.26{col 53}{space 3}0.798{col 61}{space 4}-7.83e-07{col 74}{space 3} 1.02e-06
{txt}{space 3}growth_GDP_per_2 {c |}{col 21}{res}{space 2}-.0003161{col 33}{space 2} .0206501{col 44}{space 1}   -0.02{col 53}{space 3}0.988{col 61}{space 4}-.0407896{col 74}{space 3} .0401575
{txt}{space 2}growth_unemploy_2 {c |}{col 21}{res}{space 2}-.0045633{col 33}{space 2} .0040354{col 44}{space 1}   -1.13{col 53}{space 3}0.258{col 61}{space 4}-.0124726{col 74}{space 3} .0033459
{txt}{space 9}unemploy_2 {c |}{col 21}{res}{space 2} .0000812{col 33}{space 2}  .000097{col 44}{space 1}    0.84{col 53}{space 3}0.402{col 61}{space 4}-.0001088{col 74}{space 3} .0002713
{txt}{space 12}price_2 {c |}{col 21}{res}{space 2} -.000015{col 33}{space 2} 5.84e-06{col 44}{space 1}   -2.57{col 53}{space 3}0.010{col 61}{space 4}-.0000265{col 74}{space 3}-3.57e-06
{txt}{space 9}growth_h_2 {c |}{col 21}{res}{space 2} .0183221{col 33}{space 2} .0090982{col 44}{space 1}    2.01{col 53}{space 3}0.044{col 61}{space 4}   .00049{col 74}{space 3} .0361542
{txt}{space 10}num_bed_1 {c |}{col 21}{res}{space 2}-2.44e-08{col 33}{space 2} 6.65e-07{col 44}{space 1}   -0.04{col 53}{space 3}0.971{col 61}{space 4}-1.33e-06{col 74}{space 3} 1.28e-06
{txt}{space 3}growth_num_bed_1 {c |}{col 21}{res}{space 2} .0007658{col 33}{space 2} .0497497{col 44}{space 1}    0.02{col 53}{space 3}0.988{col 61}{space 4}-.0967419{col 74}{space 3} .0982735
{txt}{space 16}so2 {c |}{col 21}{res}{space 2}-2.33e-07{col 33}{space 2} 1.50e-07{col 44}{space 1}   -1.55{col 53}{space 3}0.120{col 61}{space 4}-5.27e-07{col 74}{space 3} 6.11e-08
{txt}{space 9}growth_so2 {c |}{col 21}{res}{space 2} .0012653{col 33}{space 2} .0105976{col 44}{space 1}    0.12{col 53}{space 3}0.905{col 61}{space 4}-.0195055{col 74}{space 3} .0220361
{txt}{space 17}no {c |}{col 21}{res}{space 2} 3.98e-07{col 33}{space 2} 6.82e-07{col 44}{space 1}    0.58{col 53}{space 3}0.559{col 61}{space 4}-9.38e-07{col 74}{space 3} 1.74e-06
{txt}{space 10}growth_no {c |}{col 21}{res}{space 2} .0062731{col 33}{space 2} .0165269{col 44}{space 1}    0.38{col 53}{space 3}0.704{col 61}{space 4} -.026119{col 74}{space 3} .0386652
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .8907048{col 33}{space 2}  .304415{col 44}{space 1}    2.93{col 53}{space 3}0.003{col 61}{space 4} .2940624{col 74}{space 3} 1.487347
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.494
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0191
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1283.673
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.880
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 nearocean00
{col 23}oceanratio00 avwind avhumid torain dif_avwind_3
{col 23}dif_avhumid_3 dif_torain_3 GDP_per_2 growth_GDP_per_2
{col 23}growth_unemploy_2 unemploy_2 price_2 growth_h_2 num_bed_1
{col 23}growth_num_bed_1 so2 growth_so2 no growth_no
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   234{txt}{col 55}Number of obs = {res}   82647
{txt}{col 55}F( 30,   233) = {res}    9.71
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 18605.64974{txt}{col 55}Centered R2   = {res}  0.0012
{txt}Total (uncentered) SS   = {res} 18605.64974{txt}{col 55}Uncentered R2 = {res}  0.0012
{txt}Residual SS             = {res} 18582.55919{txt}{col 55}Root MSE      = {res}   .4743

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0062039{col 33}{space 2} .0031771{col 44}{space 1}   -1.95{col 53}{space 3}0.052{col 61}{space 4}-.0124636{col 74}{space 3} .0000557
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0129147{col 33}{space 2} .0068103{col 44}{space 1}   -1.90{col 53}{space 3}0.059{col 61}{space 4}-.0263323{col 74}{space 3}  .000503
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0579428{col 33}{space 2} .0268211{col 44}{space 1}   -2.16{col 53}{space 3}0.032{col 61}{space 4}-.1107856{col 74}{space 3}   -.0051
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0309536{col 33}{space 2} .0136178{col 44}{space 1}   -2.27{col 53}{space 3}0.024{col 61}{space 4}-.0577833{col 74}{space 3}-.0041239
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} -.021324{col 33}{space 2} .0117876{col 44}{space 1}   -1.81{col 53}{space 3}0.072{col 61}{space 4} -.044548{col 74}{space 3} .0018999
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0088249{col 33}{space 2} .0262101{col 44}{space 1}   -0.34{col 53}{space 3}0.737{col 61}{space 4}-.0604639{col 74}{space 3} .0428141
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0003314{col 33}{space 2}  .000405{col 44}{space 1}    0.82{col 53}{space 3}0.414{col 61}{space 4}-.0004665{col 74}{space 3} .0011293
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 6.96e-06{col 33}{space 2} 5.12e-06{col 44}{space 1}    1.36{col 53}{space 3}0.175{col 61}{space 4}-3.13e-06{col 74}{space 3} .0000171
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0002453{col 33}{space 2} .0008132{col 44}{space 1}   -0.30{col 53}{space 3}0.763{col 61}{space 4}-.0018475{col 74}{space 3} .0013568
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000119{col 33}{space 2} 8.25e-06{col 44}{space 1}   -1.44{col 53}{space 3}0.151{col 61}{space 4}-.0000281{col 74}{space 3} 4.37e-06
{txt}{space 8}nearocean00 {c |}{col 21}{res}{space 2}-.0511113{col 33}{space 2} .0249927{col 44}{space 1}   -2.05{col 53}{space 3}0.042{col 61}{space 4}-.1003518{col 74}{space 3}-.0018709
{txt}{space 7}oceanratio00 {c |}{col 21}{res}{space 2}-.0072469{col 33}{space 2} .0213063{col 44}{space 1}   -0.34{col 53}{space 3}0.734{col 61}{space 4}-.0492245{col 74}{space 3} .0347306
{txt}{space 13}avwind {c |}{col 21}{res}{space 2}-.0013974{col 33}{space 2}  .001724{col 44}{space 1}   -0.81{col 53}{space 3}0.418{col 61}{space 4} -.004794{col 74}{space 3} .0019991
{txt}{space 12}avhumid {c |}{col 21}{res}{space 2} .0053317{col 33}{space 2} .0030768{col 44}{space 1}    1.73{col 53}{space 3}0.084{col 61}{space 4}-.0007301{col 74}{space 3} .0113936
{txt}{space 13}torain {c |}{col 21}{res}{space 2} 3.92e-06{col 33}{space 2} 3.65e-06{col 44}{space 1}    1.07{col 53}{space 3}0.284{col 61}{space 4}-3.28e-06{col 74}{space 3} .0000111
{txt}{space 7}dif_avwind_3 {c |}{col 21}{res}{space 2} .0031583{col 33}{space 2} .0022273{col 44}{space 1}    1.42{col 53}{space 3}0.158{col 61}{space 4}-.0012299{col 74}{space 3} .0075465
{txt}{space 6}dif_avhumid_3 {c |}{col 21}{res}{space 2}-.0031404{col 33}{space 2} .0022443{col 44}{space 1}   -1.40{col 53}{space 3}0.163{col 61}{space 4}-.0075621{col 74}{space 3} .0012814
{txt}{space 7}dif_torain_3 {c |}{col 21}{res}{space 2}-1.39e-06{col 33}{space 2} 2.73e-06{col 44}{space 1}   -0.51{col 53}{space 3}0.611{col 61}{space 4}-6.77e-06{col 74}{space 3} 3.99e-06
{txt}{space 10}GDP_per_2 {c |}{col 21}{res}{space 2} 7.91e-08{col 33}{space 2} 4.30e-07{col 44}{space 1}    0.18{col 53}{space 3}0.854{col 61}{space 4}-7.68e-07{col 74}{space 3} 9.27e-07
{txt}{space 3}growth_GDP_per_2 {c |}{col 21}{res}{space 2} -.001576{col 33}{space 2} .0227223{col 44}{space 1}   -0.07{col 53}{space 3}0.945{col 61}{space 4}-.0463435{col 74}{space 3} .0431915
{txt}{space 2}growth_unemploy_2 {c |}{col 21}{res}{space 2} -.004606{col 33}{space 2} .0041082{col 44}{space 1}   -1.12{col 53}{space 3}0.263{col 61}{space 4}-.0126999{col 74}{space 3}  .003488
{txt}{space 9}unemploy_2 {c |}{col 21}{res}{space 2}  .000095{col 33}{space 2} .0001068{col 44}{space 1}    0.89{col 53}{space 3}0.374{col 61}{space 4}-.0001154{col 74}{space 3} .0003055
{txt}{space 12}price_2 {c |}{col 21}{res}{space 2}-.0000152{col 33}{space 2} 6.23e-06{col 44}{space 1}   -2.44{col 53}{space 3}0.015{col 61}{space 4}-.0000275{col 74}{space 3}-2.94e-06
{txt}{space 9}growth_h_2 {c |}{col 21}{res}{space 2} .0195101{col 33}{space 2} .0106883{col 44}{space 1}    1.83{col 53}{space 3}0.069{col 61}{space 4} -.001548{col 74}{space 3} .0405681
{txt}{space 10}num_bed_1 {c |}{col 21}{res}{space 2} 1.36e-07{col 33}{space 2} 8.59e-07{col 44}{space 1}    0.16{col 53}{space 3}0.874{col 61}{space 4}-1.56e-06{col 74}{space 3} 1.83e-06
{txt}{space 3}growth_num_bed_1 {c |}{col 21}{res}{space 2} .0066352{col 33}{space 2} .0536714{col 44}{space 1}    0.12{col 53}{space 3}0.902{col 61}{space 4}-.0991082{col 74}{space 3} .1123785
{txt}{space 16}so2 {c |}{col 21}{res}{space 2}-2.58e-07{col 33}{space 2} 1.86e-07{col 44}{space 1}   -1.39{col 53}{space 3}0.166{col 61}{space 4}-6.25e-07{col 74}{space 3} 1.08e-07
{txt}{space 9}growth_so2 {c |}{col 21}{res}{space 2} .0012329{col 33}{space 2} .0110949{col 44}{space 1}    0.11{col 53}{space 3}0.912{col 61}{space 4}-.0206263{col 74}{space 3} .0230922
{txt}{space 17}no {c |}{col 21}{res}{space 2} 4.43e-07{col 33}{space 2} 7.39e-07{col 44}{space 1}    0.60{col 53}{space 3}0.550{col 61}{space 4}-1.01e-06{col 74}{space 3} 1.90e-06
{txt}{space 10}growth_no {c |}{col 21}{res}{space 2} .0060821{col 33}{space 2} .0168909{col 44}{space 1}    0.36{col 53}{space 3}0.719{col 61}{space 4}-.0271962{col 74}{space 3} .0393604
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   4.524
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0334
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1015.477
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.332
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 nearocean00
{col 23}oceanratio00 avwind avhumid torain dif_avwind_3
{col 23}dif_avhumid_3 dif_torain_3 GDP_per_2 growth_GDP_per_2
{col 23}growth_unemploy_2 unemploy_2 price_2 growth_h_2 num_bed_1
{col 23}growth_num_bed_1 so2 growth_so2 no growth_no
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   234{txt}{col 55}Number of obs = {res}   82647
{txt}{col 55}F( 30,   233) = {res}    9.89
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 18501.50803{txt}{col 55}Centered R2   = {res}  0.0010
{txt}Total (uncentered) SS   = {res} 18501.50803{txt}{col 55}Uncentered R2 = {res}  0.0010
{txt}Residual SS             = {res} 18483.32977{txt}{col 55}Root MSE      = {res}   .4731

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0062404{col 33}{space 2} .0032079{col 44}{space 1}   -1.95{col 53}{space 3}0.053{col 61}{space 4}-.0125605{col 74}{space 3} .0000798
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0130929{col 33}{space 2} .0068827{col 44}{space 1}   -1.90{col 53}{space 3}0.058{col 61}{space 4}-.0266532{col 74}{space 3} .0004674
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0583364{col 33}{space 2} .0269976{col 44}{space 1}   -2.16{col 53}{space 3}0.032{col 61}{space 4}-.1115271{col 74}{space 3}-.0051457
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0311888{col 33}{space 2} .0137306{col 44}{space 1}   -2.27{col 53}{space 3}0.024{col 61}{space 4}-.0582409{col 74}{space 3}-.0041367
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0216548{col 33}{space 2} .0119445{col 44}{space 1}   -1.81{col 53}{space 3}0.071{col 61}{space 4}-.0451879{col 74}{space 3} .0018782
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0082095{col 33}{space 2} .0264196{col 44}{space 1}   -0.31{col 53}{space 3}0.756{col 61}{space 4}-.0602613{col 74}{space 3} .0438424
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0003235{col 33}{space 2} .0004087{col 44}{space 1}    0.79{col 53}{space 3}0.429{col 61}{space 4}-.0004818{col 74}{space 3} .0011287
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 7.04e-06{col 33}{space 2} 5.20e-06{col 44}{space 1}    1.35{col 53}{space 3}0.177{col 61}{space 4}-3.20e-06{col 74}{space 3} .0000173
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0002453{col 33}{space 2} .0008088{col 44}{space 1}   -0.30{col 53}{space 3}0.762{col 61}{space 4}-.0018387{col 74}{space 3} .0013481
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000123{col 33}{space 2} 8.38e-06{col 44}{space 1}   -1.47{col 53}{space 3}0.144{col 61}{space 4}-.0000288{col 74}{space 3} 4.22e-06
{txt}{space 8}nearocean00 {c |}{col 21}{res}{space 2}-.0497656{col 33}{space 2} .0251469{col 44}{space 1}   -1.98{col 53}{space 3}0.049{col 61}{space 4}-.0993099{col 74}{space 3}-.0002213
{txt}{space 7}oceanratio00 {c |}{col 21}{res}{space 2}-.0105568{col 33}{space 2}  .021244{col 44}{space 1}   -0.50{col 53}{space 3}0.620{col 61}{space 4}-.0524115{col 74}{space 3}  .031298
{txt}{space 13}avwind {c |}{col 21}{res}{space 2}-.0014075{col 33}{space 2} .0017393{col 44}{space 1}   -0.81{col 53}{space 3}0.419{col 61}{space 4}-.0048343{col 74}{space 3} .0020193
{txt}{space 12}avhumid {c |}{col 21}{res}{space 2} .0054216{col 33}{space 2} .0031107{col 44}{space 1}    1.74{col 53}{space 3}0.083{col 61}{space 4}-.0007072{col 74}{space 3} .0115504
{txt}{space 13}torain {c |}{col 21}{res}{space 2} 3.80e-06{col 33}{space 2} 3.67e-06{col 44}{space 1}    1.03{col 53}{space 3}0.302{col 61}{space 4}-3.44e-06{col 74}{space 3}  .000011
{txt}{space 7}dif_avwind_3 {c |}{col 21}{res}{space 2} .0031437{col 33}{space 2} .0022645{col 44}{space 1}    1.39{col 53}{space 3}0.166{col 61}{space 4}-.0013178{col 74}{space 3} .0076051
{txt}{space 6}dif_avhumid_3 {c |}{col 21}{res}{space 2}-.0031276{col 33}{space 2} .0022818{col 44}{space 1}   -1.37{col 53}{space 3}0.172{col 61}{space 4}-.0076233{col 74}{space 3}  .001368
{txt}{space 7}dif_torain_3 {c |}{col 21}{res}{space 2}-1.30e-06{col 33}{space 2} 2.74e-06{col 44}{space 1}   -0.47{col 53}{space 3}0.637{col 61}{space 4}-6.70e-06{col 74}{space 3} 4.11e-06
{txt}{space 10}GDP_per_2 {c |}{col 21}{res}{space 2} 6.17e-08{col 33}{space 2} 4.35e-07{col 44}{space 1}    0.14{col 53}{space 3}0.887{col 61}{space 4}-7.95e-07{col 74}{space 3} 9.19e-07
{txt}{space 3}growth_GDP_per_2 {c |}{col 21}{res}{space 2}-.0008499{col 33}{space 2}  .022698{col 44}{space 1}   -0.04{col 53}{space 3}0.970{col 61}{space 4}-.0455694{col 74}{space 3} .0438696
{txt}{space 2}growth_unemploy_2 {c |}{col 21}{res}{space 2}-.0041577{col 33}{space 2} .0040798{col 44}{space 1}   -1.02{col 53}{space 3}0.309{col 61}{space 4}-.0121958{col 74}{space 3} .0038804
{txt}{space 9}unemploy_2 {c |}{col 21}{res}{space 2} .0000979{col 33}{space 2} .0001084{col 44}{space 1}    0.90{col 53}{space 3}0.368{col 61}{space 4}-.0001157{col 74}{space 3} .0003115
{txt}{space 12}price_2 {c |}{col 21}{res}{space 2}-.0000154{col 33}{space 2} 6.31e-06{col 44}{space 1}   -2.44{col 53}{space 3}0.015{col 61}{space 4}-.0000278{col 74}{space 3}-2.98e-06
{txt}{space 9}growth_h_2 {c |}{col 21}{res}{space 2} .0192309{col 33}{space 2} .0108085{col 44}{space 1}    1.78{col 53}{space 3}0.077{col 61}{space 4} -.002064{col 74}{space 3} .0405258
{txt}{space 10}num_bed_1 {c |}{col 21}{res}{space 2} 1.18e-07{col 33}{space 2} 8.69e-07{col 44}{space 1}    0.14{col 53}{space 3}0.893{col 61}{space 4}-1.60e-06{col 74}{space 3} 1.83e-06
{txt}{space 3}growth_num_bed_1 {c |}{col 21}{res}{space 2} .0028046{col 33}{space 2} .0548252{col 44}{space 1}    0.05{col 53}{space 3}0.959{col 61}{space 4}-.1052119{col 74}{space 3} .1108211
{txt}{space 16}so2 {c |}{col 21}{res}{space 2}-2.56e-07{col 33}{space 2} 1.88e-07{col 44}{space 1}   -1.36{col 53}{space 3}0.175{col 61}{space 4}-6.27e-07{col 74}{space 3} 1.15e-07
{txt}{space 9}growth_so2 {c |}{col 21}{res}{space 2} .0012542{col 33}{space 2} .0110572{col 44}{space 1}    0.11{col 53}{space 3}0.910{col 61}{space 4}-.0205308{col 74}{space 3} .0230392
{txt}{space 17}no {c |}{col 21}{res}{space 2} 4.57e-07{col 33}{space 2} 7.47e-07{col 44}{space 1}    0.61{col 53}{space 3}0.541{col 61}{space 4}-1.01e-06{col 74}{space 3} 1.93e-06
{txt}{space 10}growth_no {c |}{col 21}{res}{space 2} .0055646{col 33}{space 2} .0169621{col 44}{space 1}    0.33{col 53}{space 3}0.743{col 61}{space 4} -.027854{col 74}{space 3} .0389832
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   4.513
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0336
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1011.493
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.324
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 nearocean00
{col 23}oceanratio00 avwind avhumid torain dif_avwind_3
{col 23}dif_avhumid_3 dif_torain_3 GDP_per_2 growth_GDP_per_2
{col 23}growth_unemploy_2 unemploy_2 price_2 growth_h_2 num_bed_1
{col 23}growth_num_bed_1 so2 growth_so2 no growth_no
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   234{txt}{col 55}Number of obs = {res}   82647
{txt}{col 55}F( 30,   233) = {res}    9.56
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 18472.41786{txt}{col 55}Centered R2   = {res}  0.0016
{txt}Total (uncentered) SS   = {res} 18472.41786{txt}{col 55}Uncentered R2 = {res}  0.0016
{txt}Residual SS             = {res} 18443.48752{txt}{col 55}Root MSE      = {res}   .4727

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} -.006067{col 33}{space 2} .0031533{col 44}{space 1}   -1.92{col 53}{space 3}0.056{col 61}{space 4}-.0122797{col 74}{space 3} .0001457
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0127277{col 33}{space 2}  .006743{col 44}{space 1}   -1.89{col 53}{space 3}0.060{col 61}{space 4}-.0260128{col 74}{space 3} .0005574
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0568884{col 33}{space 2} .0265763{col 44}{space 1}   -2.14{col 53}{space 3}0.033{col 61}{space 4} -.109249{col 74}{space 3}-.0045278
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} -.030615{col 33}{space 2} .0135244{col 44}{space 1}   -2.26{col 53}{space 3}0.025{col 61}{space 4}-.0572607{col 74}{space 3}-.0039693
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0204071{col 33}{space 2} .0117622{col 44}{space 1}   -1.73{col 53}{space 3}0.084{col 61}{space 4} -.043581{col 74}{space 3} .0027668
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0069475{col 33}{space 2} .0258816{col 44}{space 1}   -0.27{col 53}{space 3}0.789{col 61}{space 4}-.0579393{col 74}{space 3} .0440443
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0003474{col 33}{space 2} .0004006{col 44}{space 1}    0.87{col 53}{space 3}0.387{col 61}{space 4}-.0004418{col 74}{space 3} .0011365
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 6.91e-06{col 33}{space 2} 5.09e-06{col 44}{space 1}    1.36{col 53}{space 3}0.176{col 61}{space 4}-3.12e-06{col 74}{space 3} .0000169
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0002141{col 33}{space 2} .0007955{col 44}{space 1}   -0.27{col 53}{space 3}0.788{col 61}{space 4}-.0017814{col 74}{space 3} .0013531
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} -.000012{col 33}{space 2} 8.20e-06{col 44}{space 1}   -1.46{col 53}{space 3}0.146{col 61}{space 4}-.0000281{col 74}{space 3} 4.18e-06
{txt}{space 8}nearocean00 {c |}{col 21}{res}{space 2}-.0510457{col 33}{space 2} .0248195{col 44}{space 1}   -2.06{col 53}{space 3}0.041{col 61}{space 4}-.0999451{col 74}{space 3}-.0021463
{txt}{space 7}oceanratio00 {c |}{col 21}{res}{space 2}-.0084437{col 33}{space 2}  .021489{col 44}{space 1}   -0.39{col 53}{space 3}0.695{col 61}{space 4}-.0507814{col 74}{space 3} .0338939
{txt}{space 13}avwind {c |}{col 21}{res}{space 2}-.0013116{col 33}{space 2} .0017105{col 44}{space 1}   -0.77{col 53}{space 3}0.444{col 61}{space 4}-.0046816{col 74}{space 3} .0020583
{txt}{space 12}avhumid {c |}{col 21}{res}{space 2} .0053139{col 33}{space 2} .0030533{col 44}{space 1}    1.74{col 53}{space 3}0.083{col 61}{space 4}-.0007017{col 74}{space 3} .0113296
{txt}{space 13}torain {c |}{col 21}{res}{space 2} 3.61e-06{col 33}{space 2} 3.59e-06{col 44}{space 1}    1.01{col 53}{space 3}0.315{col 61}{space 4}-3.45e-06{col 74}{space 3} .0000107
{txt}{space 7}dif_avwind_3 {c |}{col 21}{res}{space 2} .0030352{col 33}{space 2}  .002226{col 44}{space 1}    1.36{col 53}{space 3}0.174{col 61}{space 4}-.0013504{col 74}{space 3} .0074209
{txt}{space 6}dif_avhumid_3 {c |}{col 21}{res}{space 2}-.0030183{col 33}{space 2} .0022433{col 44}{space 1}   -1.35{col 53}{space 3}0.180{col 61}{space 4} -.007438{col 74}{space 3} .0014014
{txt}{space 7}dif_torain_3 {c |}{col 21}{res}{space 2}-1.42e-06{col 33}{space 2} 2.68e-06{col 44}{space 1}   -0.53{col 53}{space 3}0.598{col 61}{space 4}-6.70e-06{col 74}{space 3} 3.87e-06
{txt}{space 10}GDP_per_2 {c |}{col 21}{res}{space 2} 2.40e-08{col 33}{space 2} 4.26e-07{col 44}{space 1}    0.06{col 53}{space 3}0.955{col 61}{space 4}-8.16e-07{col 74}{space 3} 8.64e-07
{txt}{space 3}growth_GDP_per_2 {c |}{col 21}{res}{space 2} .0007425{col 33}{space 2} .0223535{col 44}{space 1}    0.03{col 53}{space 3}0.974{col 61}{space 4}-.0432984{col 74}{space 3} .0447833
{txt}{space 2}growth_unemploy_2 {c |}{col 21}{res}{space 2}-.0040728{col 33}{space 2} .0040103{col 44}{space 1}   -1.02{col 53}{space 3}0.311{col 61}{space 4}-.0119738{col 74}{space 3} .0038282
{txt}{space 9}unemploy_2 {c |}{col 21}{res}{space 2} .0000983{col 33}{space 2} .0001069{col 44}{space 1}    0.92{col 53}{space 3}0.359{col 61}{space 4}-.0001124{col 74}{space 3}  .000309
{txt}{space 12}price_2 {c |}{col 21}{res}{space 2}-.0000147{col 33}{space 2} 6.20e-06{col 44}{space 1}   -2.37{col 53}{space 3}0.019{col 61}{space 4}-.0000269{col 74}{space 3}-2.45e-06
{txt}{space 9}growth_h_2 {c |}{col 21}{res}{space 2} .0176435{col 33}{space 2} .0105924{col 44}{space 1}    1.67{col 53}{space 3}0.097{col 61}{space 4}-.0032257{col 74}{space 3} .0385127
{txt}{space 10}num_bed_1 {c |}{col 21}{res}{space 2} 1.00e-07{col 33}{space 2} 8.56e-07{col 44}{space 1}    0.12{col 53}{space 3}0.907{col 61}{space 4}-1.59e-06{col 74}{space 3} 1.79e-06
{txt}{space 3}growth_num_bed_1 {c |}{col 21}{res}{space 2} .0052065{col 33}{space 2} .0531817{col 44}{space 1}    0.10{col 53}{space 3}0.922{col 61}{space 4}-.0995719{col 74}{space 3} .1099848
{txt}{space 16}so2 {c |}{col 21}{res}{space 2}-2.55e-07{col 33}{space 2} 1.84e-07{col 44}{space 1}   -1.39{col 53}{space 3}0.167{col 61}{space 4}-6.18e-07{col 74}{space 3} 1.07e-07
{txt}{space 9}growth_so2 {c |}{col 21}{res}{space 2} .0010788{col 33}{space 2} .0109944{col 44}{space 1}    0.10{col 53}{space 3}0.922{col 61}{space 4}-.0205823{col 74}{space 3} .0227399
{txt}{space 17}no {c |}{col 21}{res}{space 2} 4.39e-07{col 33}{space 2} 7.29e-07{col 44}{space 1}    0.60{col 53}{space 3}0.547{col 61}{space 4}-9.97e-07{col 74}{space 3} 1.88e-06
{txt}{space 10}growth_no {c |}{col 21}{res}{space 2} .0052046{col 33}{space 2} .0167288{col 44}{space 1}    0.31{col 53}{space 3}0.756{col 61}{space 4}-.0277545{col 74}{space 3} .0381637
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   4.520
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0335
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1010.638
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.329
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 nearocean00
{col 23}oceanratio00 avwind avhumid torain dif_avwind_3
{col 23}dif_avhumid_3 dif_torain_3 GDP_per_2 growth_GDP_per_2
{col 23}growth_unemploy_2 unemploy_2 price_2 growth_h_2 num_bed_1
{col 23}growth_num_bed_1 so2 growth_so2 no growth_no
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A7
. merge m:1 cityid using "$workdata\elevation_wk"
{res}{txt}{p 0 7 2}
(variable
{bf:cityid} was {bf:float}, now {bf:double} to accommodate using data's values)
{p_end}

{col 5}Result{col 33}Number of obs
{col 5}{hline 41}
{col 5}Not matched{col 30}{res}              19
{txt}{col 9}from master{col 30}{res}               4{txt}  (_merge==1)
{col 9}from using{col 30}{res}              15{txt}  (_merge==2)

{col 5}Matched{col 30}{res}          96,906{txt}  (_merge==3)
{col 5}{hline 41}

{com}. drop if _m == 2
{txt}(15 observations deleted)

{com}. drop _m
{txt}
{com}. drop if alttud==.
{txt}(4 observations deleted)

{com}. g high_city = alttud>3000
{txt}
{com}. *Panel A
. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol if high_city==0,noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   314{txt}{col 55}Number of obs = {res}   96797
{txt}{col 55}F( 10,   313) = {res}   34.97
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res}  22260.6682{txt}{col 55}Centered R2   = {res}  0.0178
{txt}Total (uncentered) SS   = {res}       34700{txt}{col 55}Uncentered R2 = {res}  0.3699
{txt}Residual SS             = {res} 21863.63453{txt}{col 55}Root MSE      = {res}   .4753

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} -.002781{col 33}{space 2}   .00206{col 44}{space 1}   -1.35{col 53}{space 3}0.177{col 61}{space 4}-.0068185{col 74}{space 3} .0012566
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0121237{col 33}{space 2} .0056352{col 44}{space 1}   -2.15{col 53}{space 3}0.031{col 61}{space 4}-.0231684{col 74}{space 3} -.001079
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0181406{col 33}{space 2} .0160492{col 44}{space 1}   -1.13{col 53}{space 3}0.258{col 61}{space 4}-.0495965{col 74}{space 3} .0133153
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0003984{col 33}{space 2} .0065118{col 44}{space 1}   -0.06{col 53}{space 3}0.951{col 61}{space 4}-.0131613{col 74}{space 3} .0123644
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0028321{col 33}{space 2} .0065819{col 44}{space 1}   -0.43{col 53}{space 3}0.667{col 61}{space 4}-.0157324{col 74}{space 3} .0100682
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0162055{col 33}{space 2} .0036499{col 44}{space 1}    4.44{col 53}{space 3}0.000{col 61}{space 4} .0090518{col 74}{space 3} .0233591
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008006{col 33}{space 2} .0001777{col 44}{space 1}    4.51{col 53}{space 3}0.000{col 61}{space 4} .0004524{col 74}{space 3} .0011488
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 7.60e-07{col 33}{space 2} 2.15e-06{col 44}{space 1}    0.35{col 53}{space 3}0.724{col 61}{space 4}-3.46e-06{col 74}{space 3} 4.98e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009815{col 33}{space 2} .0007615{col 44}{space 1}   -1.29{col 53}{space 3}0.197{col 61}{space 4}-.0024741{col 74}{space 3}  .000511
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.83e-06{col 33}{space 2} 6.89e-06{col 44}{space 1}   -1.28{col 53}{space 3}0.200{col 61}{space 4}-.0000223{col 74}{space 3} 4.67e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .4036566{col 33}{space 2} .2362374{col 44}{space 1}    1.71{col 53}{space 3}0.088{col 61}{space 4}-.0593603{col 74}{space 3} .8666735
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.459
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0195
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1268.215
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.696
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol if high_city==0,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   314{txt}{col 55}Number of obs = {res}   96797
{txt}{col 55}F( 10,   313) = {res}   14.36
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res}  21925.9035{txt}{col 55}Centered R2   = {res}  0.0032
{txt}Total (uncentered) SS   = {res}  21925.9035{txt}{col 55}Uncentered R2 = {res}  0.0032
{txt}Residual SS             = {res} 21855.10649{txt}{col 55}Root MSE      = {res}   .4752

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0027393{col 33}{space 2} .0020056{col 44}{space 1}   -1.37{col 53}{space 3}0.173{col 61}{space 4}-.0066853{col 74}{space 3} .0012068
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0119656{col 33}{space 2} .0054649{col 44}{space 1}   -2.19{col 53}{space 3}0.029{col 61}{space 4}-.0227182{col 74}{space 3}-.0012129
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0175944{col 33}{space 2} .0154696{col 44}{space 1}   -1.14{col 53}{space 3}0.256{col 61}{space 4}-.0480321{col 74}{space 3} .0128432
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0001906{col 33}{space 2} .0062619{col 44}{space 1}   -0.03{col 53}{space 3}0.976{col 61}{space 4}-.0125114{col 74}{space 3} .0121302
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0024807{col 33}{space 2} .0060861{col 44}{space 1}   -0.41{col 53}{space 3}0.684{col 61}{space 4}-.0144556{col 74}{space 3} .0094941
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0067029{col 33}{space 2} .0153937{col 44}{space 1}    0.44{col 53}{space 3}0.664{col 61}{space 4}-.0235854{col 74}{space 3} .0369911
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007845{col 33}{space 2} .0001662{col 44}{space 1}    4.72{col 53}{space 3}0.000{col 61}{space 4} .0004576{col 74}{space 3} .0011114
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 7.07e-07{col 33}{space 2} 2.10e-06{col 44}{space 1}    0.34{col 53}{space 3}0.737{col 61}{space 4}-3.42e-06{col 74}{space 3} 4.84e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009672{col 33}{space 2} .0007596{col 44}{space 1}   -1.27{col 53}{space 3}0.204{col 61}{space 4}-.0024618{col 74}{space 3} .0005275
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.76e-06{col 33}{space 2} 6.81e-06{col 44}{space 1}   -1.29{col 53}{space 3}0.199{col 61}{space 4}-.0000222{col 74}{space 3} 4.63e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.051
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0139
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1364.341
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.029
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol if high_city==0,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   314{txt}{col 55}Number of obs = {res}   96797
{txt}{col 55}F( 10,   313) = {res}   14.32
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21803.42082{txt}{col 55}Centered R2   = {res}  0.0031
{txt}Total (uncentered) SS   = {res} 21803.42082{txt}{col 55}Uncentered R2 = {res}  0.0031
{txt}Residual SS             = {res} 21735.02259{txt}{col 55}Root MSE      = {res}    .474

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0026932{col 33}{space 2} .0020122{col 44}{space 1}   -1.34{col 53}{space 3}0.182{col 61}{space 4}-.0066524{col 74}{space 3}  .001266
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0120151{col 33}{space 2} .0055349{col 44}{space 1}   -2.17{col 53}{space 3}0.031{col 61}{space 4}-.0229055{col 74}{space 3}-.0011248
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0171931{col 33}{space 2} .0156564{col 44}{space 1}   -1.10{col 53}{space 3}0.273{col 61}{space 4}-.0479982{col 74}{space 3}  .013612
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}  .000098{col 33}{space 2} .0063088{col 44}{space 1}    0.02{col 53}{space 3}0.988{col 61}{space 4} -.012315{col 74}{space 3}  .012511
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0024342{col 33}{space 2}   .00614{col 44}{space 1}   -0.40{col 53}{space 3}0.692{col 61}{space 4}-.0145151{col 74}{space 3} .0096467
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0075099{col 33}{space 2} .0153973{col 44}{space 1}    0.49{col 53}{space 3}0.626{col 61}{space 4}-.0227854{col 74}{space 3} .0378053
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007699{col 33}{space 2} .0001669{col 44}{space 1}    4.61{col 53}{space 3}0.000{col 61}{space 4} .0004414{col 74}{space 3} .0010984
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 5.91e-07{col 33}{space 2} 2.12e-06{col 44}{space 1}    0.28{col 53}{space 3}0.781{col 61}{space 4}-3.58e-06{col 74}{space 3} 4.76e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009467{col 33}{space 2}  .000747{col 44}{space 1}   -1.27{col 53}{space 3}0.206{col 61}{space 4}-.0024165{col 74}{space 3} .0005231
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.91e-06{col 33}{space 2} 6.85e-06{col 44}{space 1}   -1.30{col 53}{space 3}0.194{col 61}{space 4}-.0000224{col 74}{space 3} 4.57e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.993
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0144
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1346.987
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.997
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol if high_city==0,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   314{txt}{col 55}Number of obs = {res}   96797
{txt}{col 55}F( 10,   313) = {res}   14.44
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21779.40408{txt}{col 55}Centered R2   = {res}  0.0039
{txt}Total (uncentered) SS   = {res} 21779.40408{txt}{col 55}Uncentered R2 = {res}  0.0039
{txt}Residual SS             = {res} 21694.92289{txt}{col 55}Root MSE      = {res}   .4736

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0025539{col 33}{space 2} .0019788{col 44}{space 1}   -1.29{col 53}{space 3}0.198{col 61}{space 4}-.0064473{col 74}{space 3} .0013395
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0115455{col 33}{space 2} .0054096{col 44}{space 1}   -2.13{col 53}{space 3}0.034{col 61}{space 4}-.0221894{col 74}{space 3}-.0009017
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0164989{col 33}{space 2} .0152665{col 44}{space 1}   -1.08{col 53}{space 3}0.281{col 61}{space 4}-.0465367{col 74}{space 3}  .013539
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0002974{col 33}{space 2} .0062048{col 44}{space 1}    0.05{col 53}{space 3}0.962{col 61}{space 4} -.011911{col 74}{space 3} .0125058
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0019407{col 33}{space 2} .0059429{col 44}{space 1}   -0.33{col 53}{space 3}0.744{col 61}{space 4}-.0136338{col 74}{space 3} .0097524
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0085131{col 33}{space 2} .0150921{col 44}{space 1}    0.56{col 53}{space 3}0.573{col 61}{space 4}-.0211817{col 74}{space 3} .0382079
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007664{col 33}{space 2} .0001632{col 44}{space 1}    4.69{col 53}{space 3}0.000{col 61}{space 4} .0004452{col 74}{space 3} .0010876
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 4.82e-07{col 33}{space 2} 2.08e-06{col 44}{space 1}    0.23{col 53}{space 3}0.817{col 61}{space 4}-3.62e-06{col 74}{space 3} 4.58e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0008939{col 33}{space 2} .0007345{col 44}{space 1}   -1.22{col 53}{space 3}0.225{col 61}{space 4}-.0023391{col 74}{space 3} .0005514
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.52e-06{col 33}{space 2} 6.71e-06{col 44}{space 1}   -1.27{col 53}{space 3}0.205{col 61}{space 4}-.0000217{col 74}{space 3} 4.68e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.017
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0142
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1347.938
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.007
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel B
. local control = "alttud"
{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   327{txt}{col 55}Number of obs = {res}   96906
{txt}{col 55}F( 11,   326) = {res}   30.52
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22280.89951{txt}{col 55}Centered R2   = {res}  0.0210
{txt}Total (uncentered) SS   = {res}       34722{txt}{col 55}Uncentered R2 = {res}  0.3718
{txt}Residual SS             = {res} 21812.14274{txt}{col 55}Root MSE      = {res}   .4744

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0013442{col 33}{space 2} .0031173{col 44}{space 1}   -0.43{col 53}{space 3}0.666{col 61}{space 4}-.0074539{col 74}{space 3} .0047655
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2} -.010468{col 33}{space 2} .0063198{col 44}{space 1}   -1.66{col 53}{space 3}0.098{col 61}{space 4}-.0228546{col 74}{space 3} .0019186
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.010937{col 33}{space 2} .0203908{col 44}{space 1}   -0.54{col 53}{space 3}0.592{col 61}{space 4}-.0509022{col 74}{space 3} .0290282
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0022996{col 33}{space 2} .0080653{col 44}{space 1}    0.29{col 53}{space 3}0.776{col 61}{space 4}-.0135081{col 74}{space 3} .0181074
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0031981{col 33}{space 2} .0062256{col 44}{space 1}   -0.51{col 53}{space 3}0.607{col 61}{space 4}-.0154001{col 74}{space 3} .0090038
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0174158{col 33}{space 2} .0041816{col 44}{space 1}    4.16{col 53}{space 3}0.000{col 61}{space 4} .0092201{col 74}{space 3} .0256116
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008461{col 33}{space 2} .0001531{col 44}{space 1}    5.53{col 53}{space 3}0.000{col 61}{space 4} .0005461{col 74}{space 3} .0011461
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 2.43e-07{col 33}{space 2} 2.25e-06{col 44}{space 1}    0.11{col 53}{space 3}0.914{col 61}{space 4}-4.16e-06{col 74}{space 3} 4.65e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0012138{col 33}{space 2} .0006157{col 44}{space 1}   -1.97{col 53}{space 3}0.049{col 61}{space 4}-.0024205{col 74}{space 3}-7.08e-06
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.27e-06{col 33}{space 2} 7.26e-06{col 44}{space 1}   -1.00{col 53}{space 3}0.317{col 61}{space 4}-.0000215{col 74}{space 3} 6.96e-06
{txt}{space 13}alttud {c |}{col 21}{res}{space 2} .0000264{col 33}{space 2} .0000281{col 44}{space 1}    0.94{col 53}{space 3}0.348{col 61}{space 4}-.0000286{col 74}{space 3} .0000814
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .2615429{col 33}{space 2} .3349275{col 44}{space 1}    0.78{col 53}{space 3}0.435{col 61}{space 4} -.394903{col 74}{space 3} .9179888
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.960
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0854
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 684.138
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.435
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 alttud
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   327{txt}{col 55}Number of obs = {res}   96906
{txt}{col 55}F( 11,   326) = {res}   15.18
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res}  21947.6087{txt}{col 55}Centered R2   = {res}  0.0064
{txt}Total (uncentered) SS   = {res}  21947.6087{txt}{col 55}Uncentered R2 = {res}  0.0064
{txt}Residual SS             = {res} 21806.62811{txt}{col 55}Root MSE      = {res}   .4744

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0012586{col 33}{space 2} .0028738{col 44}{space 1}   -0.44{col 53}{space 3}0.662{col 61}{space 4}-.0069122{col 74}{space 3}  .004395
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0103085{col 33}{space 2} .0059198{col 44}{space 1}   -1.74{col 53}{space 3}0.083{col 61}{space 4}-.0219544{col 74}{space 3} .0013374
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0103423{col 33}{space 2} .0187662{col 44}{space 1}   -0.55{col 53}{space 3}0.582{col 61}{space 4}-.0472604{col 74}{space 3} .0265759
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0025174{col 33}{space 2} .0074706{col 44}{space 1}    0.34{col 53}{space 3}0.736{col 61}{space 4}-.0121792{col 74}{space 3} .0172141
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0030355{col 33}{space 2} .0058991{col 44}{space 1}   -0.51{col 53}{space 3}0.607{col 61}{space 4}-.0146406{col 74}{space 3} .0085696
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}  .012758{col 33}{space 2} .0182046{col 44}{space 1}    0.70{col 53}{space 3}0.484{col 61}{space 4}-.0230554{col 74}{space 3} .0485714
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008405{col 33}{space 2} .0001491{col 44}{space 1}    5.64{col 53}{space 3}0.000{col 61}{space 4} .0005472{col 74}{space 3} .0011338
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.98e-07{col 33}{space 2} 2.15e-06{col 44}{space 1}    0.09{col 53}{space 3}0.927{col 61}{space 4}-4.02e-06{col 74}{space 3} 4.42e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0012164{col 33}{space 2} .0006207{col 44}{space 1}   -1.96{col 53}{space 3}0.051{col 61}{space 4}-.0024375{col 74}{space 3} 4.66e-06
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.17e-06{col 33}{space 2} 7.01e-06{col 44}{space 1}   -1.02{col 53}{space 3}0.307{col 61}{space 4} -.000021{col 74}{space 3} 6.63e-06
{txt}{space 13}alttud {c |}{col 21}{res}{space 2} .0000277{col 33}{space 2} .0000247{col 44}{space 1}    1.12{col 53}{space 3}0.264{col 61}{space 4} -.000021{col 74}{space 3} .0000763
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   3.656
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0559
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 813.574
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.797
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 alttud
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   327{txt}{col 55}Number of obs = {res}   96906
{txt}{col 55}F( 11,   326) = {res}   15.01
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21824.59107{txt}{col 55}Centered R2   = {res}  0.0065
{txt}Total (uncentered) SS   = {res} 21824.59107{txt}{col 55}Uncentered R2 = {res}  0.0065
{txt}Residual SS             = {res} 21682.57445{txt}{col 55}Root MSE      = {res}   .4731

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0011057{col 33}{space 2} .0028853{col 44}{space 1}   -0.38{col 53}{space 3}0.702{col 61}{space 4}-.0067819{col 74}{space 3} .0045704
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0102415{col 33}{space 2} .0059631{col 44}{space 1}   -1.72{col 53}{space 3}0.087{col 61}{space 4}-.0219726{col 74}{space 3} .0014896
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0094277{col 33}{space 2} .0188898{col 44}{space 1}   -0.50{col 53}{space 3}0.618{col 61}{space 4} -.046589{col 74}{space 3} .0277335
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0029994{col 33}{space 2} .0075141{col 44}{space 1}    0.40{col 53}{space 3}0.690{col 61}{space 4}-.0117828{col 74}{space 3} .0177817
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0030325{col 33}{space 2} .0059389{col 44}{space 1}   -0.51{col 53}{space 3}0.610{col 61}{space 4} -.014716{col 74}{space 3} .0086509
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0141176{col 33}{space 2} .0182391{col 44}{space 1}    0.77{col 53}{space 3}0.439{col 61}{space 4}-.0217636{col 74}{space 3} .0499989
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008299{col 33}{space 2} .0001503{col 44}{space 1}    5.52{col 53}{space 3}0.000{col 61}{space 4} .0005342{col 74}{space 3} .0011256
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 4.48e-08{col 33}{space 2} 2.16e-06{col 44}{space 1}    0.02{col 53}{space 3}0.983{col 61}{space 4}-4.21e-06{col 74}{space 3} 4.30e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.001212{col 33}{space 2} .0006052{col 44}{space 1}   -2.00{col 53}{space 3}0.046{col 61}{space 4}-.0024025{col 74}{space 3}-.0000215
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.22e-06{col 33}{space 2} 7.03e-06{col 44}{space 1}   -1.03{col 53}{space 3}0.306{col 61}{space 4}-.0000211{col 74}{space 3} 6.62e-06
{txt}{space 13}alttud {c |}{col 21}{res}{space 2} .0000298{col 33}{space 2} .0000251{col 44}{space 1}    1.19{col 53}{space 3}0.235{col 61}{space 4}-.0000195{col 74}{space 3} .0000791
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   3.634
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0566
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 807.196
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.786
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 alttud
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   327{txt}{col 55}Number of obs = {res}   96906
{txt}{col 55}F( 11,   326) = {res}   15.37
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21800.51487{txt}{col 55}Centered R2   = {res}  0.0072
{txt}Total (uncentered) SS   = {res} 21800.51487{txt}{col 55}Uncentered R2 = {res}  0.0072
{txt}Residual SS             = {res} 21642.93515{txt}{col 55}Root MSE      = {res}   .4728

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0008386{col 33}{space 2} .0028216{col 44}{space 1}   -0.30{col 53}{space 3}0.766{col 61}{space 4}-.0063894{col 74}{space 3} .0047122
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0096189{col 33}{space 2} .0058164{col 44}{space 1}   -1.65{col 53}{space 3}0.099{col 61}{space 4}-.0210613{col 74}{space 3} .0018235
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0081083{col 33}{space 2} .0183876{col 44}{space 1}   -0.44{col 53}{space 3}0.660{col 61}{space 4}-.0442816{col 74}{space 3} .0280649
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}  .003427{col 33}{space 2}  .007372{col 44}{space 1}    0.46{col 53}{space 3}0.642{col 61}{space 4}-.0110758{col 74}{space 3} .0179297
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0025754{col 33}{space 2} .0057533{col 44}{space 1}   -0.45{col 53}{space 3}0.655{col 61}{space 4}-.0138938{col 74}{space 3} .0087429
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0157371{col 33}{space 2}  .017761{col 44}{space 1}    0.89{col 53}{space 3}0.376{col 61}{space 4}-.0192035{col 74}{space 3} .0506778
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008314{col 33}{space 2} .0001461{col 44}{space 1}    5.69{col 53}{space 3}0.000{col 61}{space 4}  .000544{col 74}{space 3} .0011189
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-1.07e-07{col 33}{space 2} 2.12e-06{col 44}{space 1}   -0.05{col 53}{space 3}0.960{col 61}{space 4}-4.28e-06{col 74}{space 3} 4.06e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0011782{col 33}{space 2} .0005927{col 44}{space 1}   -1.99{col 53}{space 3}0.048{col 61}{space 4}-.0023443{col 74}{space 3}-.0000121
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.69e-06{col 33}{space 2} 6.86e-06{col 44}{space 1}   -0.98{col 53}{space 3}0.330{col 61}{space 4}-.0000202{col 74}{space 3} 6.80e-06
{txt}{space 13}alttud {c |}{col 21}{res}{space 2} .0000323{col 33}{space 2} .0000243{col 44}{space 1}    1.33{col 53}{space 3}0.186{col 61}{space 4}-.0000156{col 74}{space 3} .0000801
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   3.639
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0564
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 805.565
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.787
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 alttud
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A8
. use "$workdata\clds_willing",clear
{txt}
{com}. *Panel A: Control for housing price
. local control = "rent_per dif_rent"
{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num `control' if minority==0,abs(des_city year source_city) cluster(des_city) 
{res}{txt}(dropped 48 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 29 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}    36{txt}{col 55}Number of obs = {res}    4808
{txt}{col 55}F(  6,    35) = {res}   33.89
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 1368.013763{txt}{col 55}Centered R2   = {res}  0.0748
{txt}Total (uncentered) SS   = {res} 1368.013763{txt}{col 55}Uncentered R2 = {res}  0.0748
{txt}Residual SS             = {res} 1265.619361{txt}{col 55}Root MSE      = {res}   .5258

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0347135{col 26}{space 2} .0273896{col 37}{space 1}    1.27{col 46}{space 3}0.213{col 54}{space 4}-.0208903{col 67}{space 3} .0903174
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0406828{col 26}{space 2} .0226734{col 37}{space 1}   -1.79{col 46}{space 3}0.081{col 54}{space 4}-.0867123{col 67}{space 3} .0053466
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0788885{col 26}{space 2} .0358675{col 37}{space 1}   -2.20{col 46}{space 3}0.035{col 54}{space 4}-.1517035{col 67}{space 3}-.0060736
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .2024812{col 26}{space 2} .0208692{col 37}{space 1}    9.70{col 46}{space 3}0.000{col 54}{space 4} .1601144{col 67}{space 3}  .244848
{txt}{space 4}rent_per {c |}{col 14}{res}{space 2}-.0090823{col 26}{space 2} .0102048{col 37}{space 1}   -0.89{col 46}{space 3}0.380{col 54}{space 4}-.0297991{col 67}{space 3} .0116344
{txt}{space 4}dif_rent {c |}{col 14}{res}{space 2} .0078476{col 26}{space 2} .0054373{col 37}{space 1}    1.44{col 46}{space 3}0.158{col 54}{space 4}-.0031906{col 67}{space 3} .0188858
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.421
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.2332
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 281.178
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.763
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num rent_per dif_rent
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}       36{col 27}{space 1}       36{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      224{col 27}{space 1}        1{col 39}{result}{space 1}      223{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num `control',abs(des_city year source_city birthyear) cluster(des_city)
{res}{txt}(dropped 49 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 37 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}    36{txt}{col 55}Number of obs = {res}    4807
{txt}{col 55}F(  6,    35) = {res}   22.38
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 1326.920529{txt}{col 55}Centered R2   = {res}  0.0606
{txt}Total (uncentered) SS   = {res} 1326.920529{txt}{col 55}Uncentered R2 = {res}  0.0606
{txt}Residual SS             = {res} 1246.501738{txt}{col 55}Root MSE      = {res}   .5241

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0314429{col 26}{space 2} .0252427{col 37}{space 1}    1.25{col 46}{space 3}0.221{col 54}{space 4}-.0198025{col 67}{space 3} .0826883
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0378613{col 26}{space 2} .0212957{col 37}{space 1}   -1.78{col 46}{space 3}0.084{col 54}{space 4}-.0810939{col 67}{space 3} .0053713
{txt}{space 5}married {c |}{col 14}{res}{space 2} -.034552{col 26}{space 2}  .037628{col 37}{space 1}   -0.92{col 46}{space 3}0.365{col 54}{space 4}-.1109408{col 67}{space 3} .0418368
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .2073834{col 26}{space 2} .0215217{col 37}{space 1}    9.64{col 46}{space 3}0.000{col 54}{space 4} .1636919{col 67}{space 3} .2510749
{txt}{space 4}rent_per {c |}{col 14}{res}{space 2}-.0075634{col 26}{space 2} .0098228{col 37}{space 1}   -0.77{col 46}{space 3}0.446{col 54}{space 4}-.0275048{col 67}{space 3}  .012378
{txt}{space 4}dif_rent {c |}{col 14}{res}{space 2} .0068085{col 26}{space 2} .0052592{col 37}{space 1}    1.29{col 46}{space 3}0.204{col 54}{space 4}-.0038682{col 67}{space 3} .0174851
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.455
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.2277
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 281.585
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.778
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num rent_per dif_rent
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}       36{col 27}{space 1}       36{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      224{col 27}{space 1}        1{col 39}{result}{space 1}      223{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       39{col 27}{space 1}        1{col 39}{result}{space 1}       38{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num $weathercontrol `control',abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 48 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 30 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}    36{txt}{col 55}Number of obs = {res}    4808
{txt}{col 55}F( 10,    35) = {res}   36.27
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 1368.013763{txt}{col 55}Centered R2   = {res}  0.0734
{txt}Total (uncentered) SS   = {res} 1368.013763{txt}{col 55}Uncentered R2 = {res}  0.0734
{txt}Residual SS             = {res} 1267.648664{txt}{col 55}Root MSE      = {res}   .5265

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2}  .047156{col 26}{space 2} .0346238{col 37}{space 1}    1.36{col 46}{space 3}0.182{col 54}{space 4}-.0231341{col 67}{space 3}  .117446
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0452528{col 26}{space 2} .0265063{col 37}{space 1}   -1.71{col 46}{space 3}0.097{col 54}{space 4}-.0990634{col 67}{space 3} .0085578
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0770097{col 26}{space 2} .0357682{col 37}{space 1}   -2.15{col 46}{space 3}0.038{col 54}{space 4}-.1496229{col 67}{space 3}-.0043964
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .2005988{col 26}{space 2} .0210448{col 37}{space 1}    9.53{col 46}{space 3}0.000{col 54}{space 4} .1578756{col 67}{space 3}  .243322
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2}  .007988{col 26}{space 2} .0107687{col 37}{space 1}    0.74{col 46}{space 3}0.463{col 54}{space 4}-.0138737{col 67}{space 3} .0298497
{txt}{space 7}tosun {c |}{col 14}{res}{space 2}-.0000371{col 26}{space 2} .0000469{col 37}{space 1}   -0.79{col 46}{space 3}0.434{col 54}{space 4}-.0001322{col 67}{space 3} .0000581
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2}-.0107131{col 26}{space 2} .0128685{col 37}{space 1}   -0.83{col 46}{space 3}0.411{col 54}{space 4}-.0368375{col 67}{space 3} .0154114
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2} .0000111{col 26}{space 2} .0000291{col 37}{space 1}    0.38{col 46}{space 3}0.705{col 54}{space 4}-.0000479{col 67}{space 3} .0000701
{txt}{space 4}rent_per {c |}{col 14}{res}{space 2}-.0182514{col 26}{space 2} .0109359{col 37}{space 1}   -1.67{col 46}{space 3}0.104{col 54}{space 4}-.0404524{col 67}{space 3} .0039496
{txt}{space 4}dif_rent {c |}{col 14}{res}{space 2} .0102776{col 26}{space 2} .0047522{col 37}{space 1}    2.16{col 46}{space 3}0.037{col 54}{space 4}   .00063{col 67}{space 3} .0199251
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.172
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.2791
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 195.625
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.690
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num avtemp tosun dif_avtemp_3 dif_tosun_3
{col 23}rent_per dif_rent
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}       36{col 27}{space 1}       36{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      224{col 27}{space 1}        1{col 39}{result}{space 1}      223{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num $weathercontrol `control',abs(des_city year source_city birthyear) cluster(des_city) 
{res}{txt}(dropped 49 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 37 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}    36{txt}{col 55}Number of obs = {res}    4807
{txt}{col 55}F( 10,    35) = {res}   18.79
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 1326.920529{txt}{col 55}Centered R2   = {res}  0.0598
{txt}Total (uncentered) SS   = {res} 1326.920529{txt}{col 55}Uncentered R2 = {res}  0.0598
{txt}Residual SS             = {res} 1247.519095{txt}{col 55}Root MSE      = {res}   .5245

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0427273{col 26}{space 2} .0305467{col 37}{space 1}    1.40{col 46}{space 3}0.171{col 54}{space 4}-.0192857{col 67}{space 3} .1047403
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0415471{col 26}{space 2} .0238599{col 37}{space 1}   -1.74{col 46}{space 3}0.090{col 54}{space 4}-.0899853{col 67}{space 3} .0068911
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0334641{col 26}{space 2} .0376357{col 37}{space 1}   -0.89{col 46}{space 3}0.380{col 54}{space 4}-.1098685{col 67}{space 3} .0429404
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .2055623{col 26}{space 2}  .021766{col 37}{space 1}    9.44{col 46}{space 3}0.000{col 54}{space 4}  .161375{col 67}{space 3} .2497496
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2} .0064945{col 26}{space 2} .0098985{col 37}{space 1}    0.66{col 46}{space 3}0.516{col 54}{space 4}-.0136006{col 67}{space 3} .0265896
{txt}{space 7}tosun {c |}{col 14}{res}{space 2}-.0000332{col 26}{space 2}  .000043{col 37}{space 1}   -0.77{col 46}{space 3}0.445{col 54}{space 4}-.0001205{col 67}{space 3} .0000541
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2}-.0094179{col 26}{space 2} .0117128{col 37}{space 1}   -0.80{col 46}{space 3}0.427{col 54}{space 4}-.0331961{col 67}{space 3} .0143602
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2} 9.27e-06{col 26}{space 2} .0000266{col 37}{space 1}    0.35{col 46}{space 3}0.730{col 54}{space 4}-.0000448{col 67}{space 3} .0000634
{txt}{space 4}rent_per {c |}{col 14}{res}{space 2}-.0163968{col 26}{space 2} .0101952{col 37}{space 1}   -1.61{col 46}{space 3}0.117{col 54}{space 4}-.0370941{col 67}{space 3} .0043006
{txt}{space 4}dif_rent {c |}{col 14}{res}{space 2} .0091322{col 26}{space 2}  .004553{col 37}{space 1}    2.01{col 46}{space 3}0.053{col 54}{space 4}-.0001109{col 67}{space 3} .0183752
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.196
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.2742
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 195.244
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.701
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num avtemp tosun dif_avtemp_3 dif_tosun_3
{col 23}rent_per dif_rent
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}       36{col 27}{space 1}       36{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      224{col 27}{space 1}        1{col 39}{result}{space 1}      223{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       39{col 27}{space 1}        1{col 39}{result}{space 1}       38{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. 
. *Panel B: Control for other pollutant
. local control = "so2 dif_so2 no dif_no"
{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num `control',abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 33 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   208{txt}{col 55}Number of obs = {res}   12994
{txt}{col 55}F(  8,   207) = {res}   53.03
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 3594.769756{txt}{col 55}Centered R2   = {res}  0.0784
{txt}Total (uncentered) SS   = {res} 3594.769756{txt}{col 55}Uncentered R2 = {res}  0.0784
{txt}Residual SS             = {res}  3313.11826{txt}{col 55}Root MSE      = {res}   .5108

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2}  .010054{col 26}{space 2} .0100588{col 37}{space 1}    1.00{col 46}{space 3}0.319{col 54}{space 4}-.0097768{col 67}{space 3} .0298847
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0133799{col 26}{space 2} .0079128{col 37}{space 1}   -1.69{col 46}{space 3}0.092{col 54}{space 4}-.0289799{col 67}{space 3} .0022202
{txt}{space 5}married {c |}{col 14}{res}{space 2} -.027798{col 26}{space 2} .0237956{col 37}{space 1}   -1.17{col 46}{space 3}0.244{col 54}{space 4}-.0747108{col 67}{space 3} .0191149
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1734019{col 26}{space 2} .0142875{col 37}{space 1}   12.14{col 46}{space 3}0.000{col 54}{space 4} .1452343{col 67}{space 3} .2015695
{txt}{space 9}so2 {c |}{col 14}{res}{space 2} 4.96e-07{col 26}{space 2} 3.12e-07{col 37}{space 1}    1.59{col 46}{space 3}0.113{col 54}{space 4}-1.19e-07{col 67}{space 3} 1.11e-06
{txt}{space 5}dif_so2 {c |}{col 14}{res}{space 2}-2.95e-08{col 26}{space 2} 8.14e-08{col 37}{space 1}   -0.36{col 46}{space 3}0.717{col 54}{space 4}-1.90e-07{col 67}{space 3} 1.31e-07
{txt}{space 10}no {c |}{col 14}{res}{space 2}-1.90e-06{col 26}{space 2} 9.53e-07{col 37}{space 1}   -2.00{col 46}{space 3}0.047{col 54}{space 4}-3.78e-06{col 67}{space 3}-2.46e-08
{txt}{space 6}dif_no {c |}{col 14}{res}{space 2} 9.55e-07{col 26}{space 2} 4.81e-07{col 37}{space 1}    1.98{col 46}{space 3}0.049{col 54}{space 4} 5.82e-09{col 67}{space 3} 1.90e-06
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   7.600
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0058
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 602.210
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   4.381
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num so2 dif_so2 no dif_no
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      208{col 27}{space 1}      208{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      286{col 27}{space 1}        1{col 39}{result}{space 1}      285{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num `control',abs(des_city year source_city birthyear) cluster(des_city)
{res}{txt}(dropped 33 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   208{txt}{col 55}Number of obs = {res}   12994
{txt}{col 55}F(  8,   207) = {res}   26.23
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 3449.399174{txt}{col 55}Centered R2   = {res}  0.0470
{txt}Total (uncentered) SS   = {res} 3449.399174{txt}{col 55}Uncentered R2 = {res}  0.0470
{txt}Residual SS             = {res} 3287.429402{txt}{col 55}Root MSE      = {res}   .5096

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0102042{col 26}{space 2} .0102635{col 37}{space 1}    0.99{col 46}{space 3}0.321{col 54}{space 4}-.0100301{col 67}{space 3} .0304386
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0137986{col 26}{space 2} .0081237{col 37}{space 1}   -1.70{col 46}{space 3}0.091{col 54}{space 4}-.0298143{col 67}{space 3} .0022172
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0310833{col 26}{space 2} .0246207{col 37}{space 1}   -1.26{col 46}{space 3}0.208{col 54}{space 4}-.0796227{col 67}{space 3} .0174562
{txt}{space 3}child_num {c |}{col 14}{res}{space 2}  .167891{col 26}{space 2} .0150975{col 37}{space 1}   11.12{col 46}{space 3}0.000{col 54}{space 4} .1381264{col 67}{space 3} .1976556
{txt}{space 9}so2 {c |}{col 14}{res}{space 2} 5.19e-07{col 26}{space 2} 3.08e-07{col 37}{space 1}    1.69{col 46}{space 3}0.093{col 54}{space 4}-8.80e-08{col 67}{space 3} 1.13e-06
{txt}{space 5}dif_so2 {c |}{col 14}{res}{space 2}-2.85e-08{col 26}{space 2} 7.99e-08{col 37}{space 1}   -0.36{col 46}{space 3}0.721{col 54}{space 4}-1.86e-07{col 67}{space 3} 1.29e-07
{txt}{space 10}no {c |}{col 14}{res}{space 2}-1.89e-06{col 26}{space 2} 9.70e-07{col 37}{space 1}   -1.94{col 46}{space 3}0.053{col 54}{space 4}-3.80e-06{col 67}{space 3} 2.77e-08
{txt}{space 6}dif_no {c |}{col 14}{res}{space 2} 9.54e-07{col 26}{space 2} 4.84e-07{col 37}{space 1}    1.97{col 46}{space 3}0.050{col 54}{space 4} 4.18e-10{col 67}{space 3} 1.91e-06
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   7.626
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0058
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 600.153
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   4.379
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num so2 dif_so2 no dif_no
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      208{col 27}{space 1}      208{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      286{col 27}{space 1}        1{col 39}{result}{space 1}      285{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       40{col 27}{space 1}        1{col 39}{result}{space 1}       39{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num $weathercontrol `control',abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 33 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 48 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   208{txt}{col 55}Number of obs = {res}   12994
{txt}{col 55}F( 12,   207) = {res}   39.55
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 3594.769756{txt}{col 55}Centered R2   = {res}  0.0738
{txt}Total (uncentered) SS   = {res} 3594.769756{txt}{col 55}Uncentered R2 = {res}  0.0738
{txt}Residual SS             = {res} 3329.654879{txt}{col 55}Root MSE      = {res}   .5121

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0111673{col 26}{space 2} .0184545{col 37}{space 1}    0.61{col 46}{space 3}0.546{col 54}{space 4}-.0252155{col 67}{space 3} .0475502
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0215186{col 26}{space 2} .0120294{col 37}{space 1}   -1.79{col 46}{space 3}0.075{col 54}{space 4}-.0452344{col 67}{space 3} .0021973
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0280955{col 26}{space 2} .0238089{col 37}{space 1}   -1.18{col 46}{space 3}0.239{col 54}{space 4}-.0750345{col 67}{space 3} .0188434
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1737749{col 26}{space 2} .0142389{col 37}{space 1}   12.20{col 46}{space 3}0.000{col 54}{space 4} .1457029{col 67}{space 3} .2018468
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2} .0020695{col 26}{space 2} .0055449{col 37}{space 1}    0.37{col 46}{space 3}0.709{col 54}{space 4}-.0088623{col 67}{space 3} .0130013
{txt}{space 7}tosun {c |}{col 14}{res}{space 2}-.0000126{col 26}{space 2} .0000226{col 37}{space 1}   -0.56{col 46}{space 3}0.577{col 54}{space 4}-.0000571{col 67}{space 3} .0000319
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2} .0029592{col 26}{space 2} .0093371{col 37}{space 1}    0.32{col 46}{space 3}0.752{col 54}{space 4}-.0154488{col 67}{space 3} .0213673
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2} 3.16e-06{col 26}{space 2} 9.48e-06{col 37}{space 1}    0.33{col 46}{space 3}0.739{col 54}{space 4}-.0000155{col 67}{space 3} .0000219
{txt}{space 9}so2 {c |}{col 14}{res}{space 2} 1.76e-06{col 26}{space 2} 2.16e-06{col 37}{space 1}    0.81{col 46}{space 3}0.417{col 54}{space 4}-2.50e-06{col 67}{space 3} 6.01e-06
{txt}{space 5}dif_so2 {c |}{col 14}{res}{space 2}-1.53e-07{col 26}{space 2} 1.05e-07{col 37}{space 1}   -1.45{col 46}{space 3}0.149{col 54}{space 4}-3.61e-07{col 67}{space 3} 5.52e-08
{txt}{space 10}no {c |}{col 14}{res}{space 2}-3.50e-06{col 26}{space 2} 2.48e-06{col 37}{space 1}   -1.41{col 46}{space 3}0.159{col 54}{space 4}-8.38e-06{col 67}{space 3} 1.38e-06
{txt}{space 6}dif_no {c |}{col 14}{res}{space 2} 1.91e-06{col 26}{space 2} 1.43e-06{col 37}{space 1}    1.33{col 46}{space 3}0.184{col 54}{space 4}-9.12e-07{col 67}{space 3} 4.73e-06
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.334
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.2481
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 129.277
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.652
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num avtemp tosun dif_avtemp_3 dif_tosun_3
{col 23}so2 dif_so2 no dif_no
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      208{col 27}{space 1}      208{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      286{col 27}{space 1}        1{col 39}{result}{space 1}      285{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num $weathercontrol `control',abs(des_city year source_city birthyear) cluster(des_city)
{res}{txt}(dropped 33 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 48 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   208{txt}{col 55}Number of obs = {res}   12994
{txt}{col 55}F( 12,   207) = {res}   18.81
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 3449.399174{txt}{col 55}Centered R2   = {res}  0.0414
{txt}Total (uncentered) SS   = {res} 3449.399174{txt}{col 55}Uncentered R2 = {res}  0.0414
{txt}Residual SS             = {res} 3306.709911{txt}{col 55}Root MSE      = {res}   .5112

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0111537{col 26}{space 2}  .019253{col 37}{space 1}    0.58{col 46}{space 3}0.563{col 54}{space 4}-.0268035{col 67}{space 3} .0491109
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0223957{col 26}{space 2} .0125736{col 37}{space 1}   -1.78{col 46}{space 3}0.076{col 54}{space 4}-.0471845{col 67}{space 3} .0023931
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0311619{col 26}{space 2} .0245543{col 37}{space 1}   -1.27{col 46}{space 3}0.206{col 54}{space 4}-.0795705{col 67}{space 3} .0172467
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1683296{col 26}{space 2} .0150282{col 37}{space 1}   11.20{col 46}{space 3}0.000{col 54}{space 4} .1387017{col 67}{space 3} .1979576
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2}   .00176{col 26}{space 2} .0057067{col 37}{space 1}    0.31{col 46}{space 3}0.758{col 54}{space 4}-.0094908{col 67}{space 3} .0130108
{txt}{space 7}tosun {c |}{col 14}{res}{space 2}-.0000134{col 26}{space 2} .0000234{col 37}{space 1}   -0.57{col 46}{space 3}0.569{col 54}{space 4}-.0000595{col 67}{space 3} .0000328
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2} .0034973{col 26}{space 2} .0096343{col 37}{space 1}    0.36{col 46}{space 3}0.717{col 54}{space 4}-.0154966{col 67}{space 3} .0224912
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2} 3.47e-06{col 26}{space 2} 9.82e-06{col 37}{space 1}    0.35{col 46}{space 3}0.724{col 54}{space 4}-.0000159{col 67}{space 3} .0000228
{txt}{space 9}so2 {c |}{col 14}{res}{space 2} 1.86e-06{col 26}{space 2} 2.24e-06{col 37}{space 1}    0.83{col 46}{space 3}0.408{col 54}{space 4}-2.56e-06{col 67}{space 3} 6.27e-06
{txt}{space 5}dif_so2 {c |}{col 14}{res}{space 2}-1.54e-07{col 26}{space 2} 1.10e-07{col 37}{space 1}   -1.40{col 46}{space 3}0.162{col 54}{space 4}-3.71e-07{col 67}{space 3} 6.25e-08
{txt}{space 10}no {c |}{col 14}{res}{space 2}-3.57e-06{col 26}{space 2} 2.58e-06{col 37}{space 1}   -1.38{col 46}{space 3}0.168{col 54}{space 4}-8.64e-06{col 67}{space 3} 1.51e-06
{txt}{space 6}dif_no {c |}{col 14}{res}{space 2} 1.97e-06{col 26}{space 2} 1.48e-06{col 37}{space 1}    1.33{col 46}{space 3}0.185{col 54}{space 4}-9.52e-07{col 67}{space 3} 4.89e-06
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.329
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.2490
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 127.990
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.647
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num avtemp tosun dif_avtemp_3 dif_tosun_3
{col 23}so2 dif_so2 no dif_no
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      208{col 27}{space 1}      208{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      286{col 27}{space 1}        1{col 39}{result}{space 1}      285{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       40{col 27}{space 1}        1{col 39}{result}{space 1}       39{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. 
. *Table A9
. use "$workdata\census_han_reg",clear
{txt}
{com}. 
. foreach j in 2 4 6 10 {c -(}
{txt}  2{com}.     
.         ivreghdfe give_birth (pm25 dif_pm25_`j'=thermalstrength2009 dif_thermalstrength_`j') $citycontrol,abs(ranking birthyear) cluster(des_city)
{txt}  3{com}. 
. {c )-}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F(  6,   327) = {res}    2.26
{txt}{col 55}Prob > F      = {res}  0.0373
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res} -0.0027
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res} -0.0027
{txt}Residual SS             = {res} 21883.66266{txt}{col 55}Root MSE      = {res}   .4753

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0022536{col 33}{space 2} .0017907{col 44}{space 1}   -1.26{col 53}{space 3}0.209{col 61}{space 4}-.0057763{col 74}{space 3} .0012691
{txt}{space 9}dif_pm25_2 {c |}{col 21}{res}{space 2} -.013112{col 33}{space 2} .0140612{col 44}{space 1}   -0.93{col 53}{space 3}0.352{col 61}{space 4}-.0407738{col 74}{space 3} .0145498
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.020385{col 33}{space 2} .0222145{col 44}{space 1}   -0.92{col 53}{space 3}0.359{col 61}{space 4}-.0640864{col 74}{space 3} .0233164
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0052285{col 33}{space 2} .0066691{col 44}{space 1}   -0.78{col 53}{space 3}0.434{col 61}{space 4}-.0183483{col 74}{space 3} .0078912
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0121227{col 33}{space 2} .0103051{col 44}{space 1}   -1.18{col 53}{space 3}0.240{col 61}{space 4}-.0323953{col 74}{space 3} .0081499
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0038112{col 33}{space 2} .0150986{col 44}{space 1}    0.25{col 53}{space 3}0.801{col 61}{space 4}-.0258915{col 74}{space 3} .0335139
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   4.891
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0270
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1016.967
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.572
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_2
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_2
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F(  6,   327) = {res}    3.94
{txt}{col 55}Prob > F      = {res}  0.0008
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res} -0.0067
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res} -0.0067
{txt}Residual SS             = {res} 21972.07373{txt}{col 55}Root MSE      = {res}   .4763

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} .0015381{col 33}{space 2}  .000979{col 44}{space 1}    1.57{col 53}{space 3}0.117{col 61}{space 4}-.0003878{col 74}{space 3} .0034641
{txt}{space 9}dif_pm25_4 {c |}{col 21}{res}{space 2}-.0108235{col 33}{space 2} .0036769{col 44}{space 1}   -2.94{col 53}{space 3}0.003{col 61}{space 4}-.0180568{col 74}{space 3}-.0035901
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .0343301{col 33}{space 2} .0179703{col 44}{space 1}    1.91{col 53}{space 3}0.057{col 61}{space 4} -.001022{col 74}{space 3} .0696822
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0041971{col 33}{space 2} .0063711{col 44}{space 1}   -0.66{col 53}{space 3}0.511{col 61}{space 4}-.0167307{col 74}{space 3} .0083364
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0269231{col 33}{space 2} .0112352{col 44}{space 1}   -2.40{col 53}{space 3}0.017{col 61}{space 4}-.0490256{col 74}{space 3}-.0048206
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0305659{col 33}{space 2} .0117715{col 44}{space 1}    2.60{col 53}{space 3}0.010{col 61}{space 4} .0074084{col 74}{space 3} .0537234
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   7.489
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0062
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}3273.911
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   5.724
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_4
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_4
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F(  6,   327) = {res}    2.90
{txt}{col 55}Prob > F      = {res}  0.0091
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res} -0.0027
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res} -0.0027
{txt}Residual SS             = {res} 21885.27503{txt}{col 55}Root MSE      = {res}   .4753

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} .0052602{col 33}{space 2} .0030619{col 44}{space 1}    1.72{col 53}{space 3}0.087{col 61}{space 4}-.0007633{col 74}{space 3} .0112836
{txt}{space 9}dif_pm25_6 {c |}{col 21}{res}{space 2}  -.01484{col 33}{space 2} .0084201{col 44}{space 1}   -1.76{col 53}{space 3}0.079{col 61}{space 4}-.0314045{col 74}{space 3} .0017245
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .0069462{col 33}{space 2} .0093387{col 44}{space 1}    0.74{col 53}{space 3}0.458{col 61}{space 4}-.0114254{col 74}{space 3} .0253177
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0088477{col 33}{space 2} .0069356{col 44}{space 1}    1.28{col 53}{space 3}0.203{col 61}{space 4}-.0047963{col 74}{space 3} .0224918
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0063043{col 33}{space 2} .0102777{col 44}{space 1}   -0.61{col 53}{space 3}0.540{col 61}{space 4} -.026523{col 74}{space 3} .0139144
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0368331{col 33}{space 2} .0169237{col 44}{space 1}    2.18{col 53}{space 3}0.030{col 61}{space 4}   .00354{col 74}{space 3} .0701261
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   4.518
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0335
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1503.334
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.843
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_6
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_6
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F(  6,   327) = {res}    2.47
{txt}{col 55}Prob > F      = {res}  0.0237
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res} -0.0367
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res} -0.0367
{txt}Residual SS             = {res} 22627.17406{txt}{col 55}Root MSE      = {res}   .4833

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} .0052458{col 33}{space 2} .0025703{col 44}{space 1}    2.04{col 53}{space 3}0.042{col 61}{space 4} .0001893{col 74}{space 3} .0103022
{txt}{space 8}dif_pm25_10 {c |}{col 21}{res}{space 2}-.0149803{col 33}{space 2} .0051529{col 44}{space 1}   -2.91{col 53}{space 3}0.004{col 61}{space 4}-.0251173{col 74}{space 3}-.0048432
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0075849{col 33}{space 2} .0121149{col 44}{space 1}   -0.63{col 53}{space 3}0.532{col 61}{space 4}-.0314179{col 74}{space 3} .0162481
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0148355{col 33}{space 2}  .007695{col 44}{space 1}   -1.93{col 53}{space 3}0.055{col 61}{space 4}-.0299734{col 74}{space 3} .0003025
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0329319{col 33}{space 2} .0173799{col 44}{space 1}   -1.89{col 53}{space 3}0.059{col 61}{space 4}-.0671224{col 74}{space 3} .0012586
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0197993{col 33}{space 2} .0203781{col 44}{space 1}    0.97{col 53}{space 3}0.332{col 61}{space 4}-.0202894{col 74}{space 3} .0598879
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  11.462
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0007
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}2390.783
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   5.872
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_10
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_10
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A10
. use "$workdata\census_han_reg",clear
{txt}
{com}. merge m:1 des_city using windiv
{res}
{txt}{col 5}Result{col 33}Number of obs
{col 5}{hline 41}
{col 5}Not matched{col 30}{res}              19
{txt}{col 9}from master{col 30}{res}               0{txt}  (_merge==1)
{col 9}from using{col 30}{res}              19{txt}  (_merge==2)

{col 5}Matched{col 30}{res}          96,910{txt}  (_merge==3)
{col 5}{hline 41}

{com}. keep if _m == 3
{txt}(19 observations deleted)

{com}. drop _m
{txt}
{com}. 
. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol ,noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   24.65
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22281.69643{txt}{col 55}Centered R2   = {res}  0.0205
{txt}Total (uncentered) SS   = {res}       34723{txt}{col 55}Uncentered R2 = {res}  0.3715
{txt}Residual SS             = {res} 21825.03911{txt}{col 55}Root MSE      = {res}   .4746

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0033662{col 33}{space 2}  .002827{col 44}{space 1}   -1.19{col 53}{space 3}0.234{col 61}{space 4} -.008907{col 74}{space 3} .0021747
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0091495{col 33}{space 2}  .005192{col 44}{space 1}   -1.76{col 53}{space 3}0.078{col 61}{space 4}-.0193256{col 74}{space 3} .0010267
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.025741{col 33}{space 2} .0215232{col 44}{space 1}   -1.20{col 53}{space 3}0.232{col 61}{space 4}-.0679256{col 74}{space 3} .0164436
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0024868{col 33}{space 2} .0097458{col 44}{space 1}   -0.26{col 53}{space 3}0.799{col 61}{space 4}-.0215883{col 74}{space 3} .0166147
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0006713{col 33}{space 2} .0056744{col 44}{space 1}    0.12{col 53}{space 3}0.906{col 61}{space 4}-.0104504{col 74}{space 3}  .011793
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}  .017643{col 33}{space 2} .0029031{col 44}{space 1}    6.08{col 53}{space 3}0.000{col 61}{space 4} .0119531{col 74}{space 3} .0233329
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008978{col 33}{space 2} .0001789{col 44}{space 1}    5.02{col 53}{space 3}0.000{col 61}{space 4} .0005472{col 74}{space 3} .0012484
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-3.24e-07{col 33}{space 2} 1.87e-06{col 44}{space 1}   -0.17{col 53}{space 3}0.863{col 61}{space 4}-4.00e-06{col 74}{space 3} 3.35e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010063{col 33}{space 2} .0008032{col 44}{space 1}   -1.25{col 53}{space 3}0.210{col 61}{space 4}-.0025806{col 74}{space 3}  .000568
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.18e-06{col 33}{space 2} 6.72e-06{col 44}{space 1}   -1.07{col 53}{space 3}0.286{col 61}{space 4}-.0000204{col 74}{space 3} 6.00e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .4852133{col 33}{space 2} .3363259{col 44}{space 1}    1.44{col 53}{space 3}0.149{col 61}{space 4}-.1739734{col 74}{space 3}   1.1444
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.821
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1772
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 770.631
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.463
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol ,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   14.19
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21948.44477{txt}{col 55}Centered R2   = {res}  0.0053
{txt}Total (uncentered) SS   = {res} 21948.44477{txt}{col 55}Uncentered R2 = {res}  0.0053
{txt}Residual SS             = {res} 21831.60641{txt}{col 55}Root MSE      = {res}   .4747

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0036888{col 33}{space 2} .0031585{col 44}{space 1}   -1.17{col 53}{space 3}0.244{col 61}{space 4}-.0099024{col 74}{space 3} .0025249
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0089812{col 33}{space 2} .0050073{col 44}{space 1}   -1.79{col 53}{space 3}0.074{col 61}{space 4}-.0188318{col 74}{space 3} .0008693
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0281566{col 33}{space 2} .0238575{col 44}{space 1}   -1.18{col 53}{space 3}0.239{col 61}{space 4}-.0750902{col 74}{space 3}  .018777
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0033643{col 33}{space 2} .0105668{col 44}{space 1}   -0.32{col 53}{space 3}0.750{col 61}{space 4}-.0241519{col 74}{space 3} .0174233
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0015103{col 33}{space 2} .0049268{col 44}{space 1}    0.31{col 53}{space 3}0.759{col 61}{space 4}-.0081819{col 74}{space 3} .0112024
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0000588{col 33}{space 2} .0218725{col 44}{space 1}    0.00{col 53}{space 3}0.998{col 61}{space 4}-.0429696{col 74}{space 3} .0430873
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008938{col 33}{space 2} .0001775{col 44}{space 1}    5.03{col 53}{space 3}0.000{col 61}{space 4} .0005446{col 74}{space 3} .0012431
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-3.97e-07{col 33}{space 2} 1.82e-06{col 44}{space 1}   -0.22{col 53}{space 3}0.827{col 61}{space 4}-3.97e-06{col 74}{space 3} 3.17e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010402{col 33}{space 2} .0008335{col 44}{space 1}   -1.25{col 53}{space 3}0.213{col 61}{space 4}-.0026798{col 74}{space 3} .0005995
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.51e-06{col 33}{space 2} 6.99e-06{col 44}{space 1}   -1.07{col 53}{space 3}0.284{col 61}{space 4}-.0000213{col 74}{space 3} 6.24e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.775
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1828
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 729.370
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.461
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   13.93
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res}  0.0052
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res}  0.0052
{txt}Residual SS             = {res} 21712.50189{txt}{col 55}Root MSE      = {res}   .4735

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0037273{col 33}{space 2} .0032152{col 44}{space 1}   -1.16{col 53}{space 3}0.247{col 61}{space 4}-.0100523{col 74}{space 3} .0025978
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0089846{col 33}{space 2} .0050725{col 44}{space 1}   -1.77{col 53}{space 3}0.077{col 61}{space 4}-.0189634{col 74}{space 3} .0009943
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.028435{col 33}{space 2} .0241172{col 44}{space 1}   -1.18{col 53}{space 3}0.239{col 61}{space 4}-.0758795{col 74}{space 3} .0190095
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0033269{col 33}{space 2} .0107506{col 44}{space 1}   -0.31{col 53}{space 3}0.757{col 61}{space 4}-.0244759{col 74}{space 3} .0178221
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0016792{col 33}{space 2} .0049323{col 44}{space 1}    0.34{col 53}{space 3}0.734{col 61}{space 4}-.0080239{col 74}{space 3} .0113822
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0004329{col 33}{space 2} .0222412{col 44}{space 1}    0.02{col 53}{space 3}0.984{col 61}{space 4}-.0433209{col 74}{space 3} .0441868
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008843{col 33}{space 2} .0001795{col 44}{space 1}    4.93{col 53}{space 3}0.000{col 61}{space 4} .0005311{col 74}{space 3} .0012374
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-5.20e-07{col 33}{space 2} 1.83e-06{col 44}{space 1}   -0.28{col 53}{space 3}0.777{col 61}{space 4}-4.13e-06{col 74}{space 3} 3.09e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010313{col 33}{space 2}  .000838{col 44}{space 1}   -1.23{col 53}{space 3}0.219{col 61}{space 4}-.0026799{col 74}{space 3} .0006173
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.73e-06{col 33}{space 2} 7.02e-06{col 44}{space 1}   -1.10{col 53}{space 3}0.272{col 61}{space 4}-.0000215{col 74}{space 3} 6.08e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.778
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1824
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 729.511
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.463
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   14.73
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21801.31733{txt}{col 55}Centered R2   = {res}  0.0060
{txt}Total (uncentered) SS   = {res} 21801.31733{txt}{col 55}Uncentered R2 = {res}  0.0060
{txt}Residual SS             = {res} 21669.80267{txt}{col 55}Root MSE      = {res}   .4731

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0034021{col 33}{space 2} .0030861{col 44}{space 1}   -1.10{col 53}{space 3}0.271{col 61}{space 4}-.0094732{col 74}{space 3} .0026691
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0084989{col 33}{space 2}  .004885{col 44}{space 1}   -1.74{col 53}{space 3}0.083{col 61}{space 4}-.0181089{col 74}{space 3} .0011112
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0261396{col 33}{space 2} .0231986{col 44}{space 1}   -1.13{col 53}{space 3}0.261{col 61}{space 4}-.0717768{col 74}{space 3} .0194976
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} -.002544{col 33}{space 2} .0103028{col 44}{space 1}   -0.25{col 53}{space 3}0.805{col 61}{space 4}-.0228121{col 74}{space 3} .0177241
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0020238{col 33}{space 2} .0048373{col 44}{space 1}    0.42{col 53}{space 3}0.676{col 61}{space 4}-.0074924{col 74}{space 3}   .01154
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0025286{col 33}{space 2} .0214862{col 44}{space 1}    0.12{col 53}{space 3}0.906{col 61}{space 4}  -.03974{col 74}{space 3} .0447972
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}   .00087{col 33}{space 2} .0001739{col 44}{space 1}    5.00{col 53}{space 3}0.000{col 61}{space 4}  .000528{col 74}{space 3}  .001212
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-6.23e-07{col 33}{space 2} 1.79e-06{col 44}{space 1}   -0.35{col 53}{space 3}0.728{col 61}{space 4}-4.14e-06{col 74}{space 3} 2.89e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009511{col 33}{space 2}  .000811{col 44}{space 1}   -1.17{col 53}{space 3}0.242{col 61}{space 4}-.0025465{col 74}{space 3} .0006443
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.14e-06{col 33}{space 2} 6.76e-06{col 44}{space 1}   -1.06{col 53}{space 3}0.292{col 61}{space 4}-.0000205{col 74}{space 3} 6.17e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.784
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1817
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 728.282
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.466
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A11
. foreach i in 50 60 110 150 {c -(}
{txt}  2{com}.         
.         ivreghdfe give_birth (pm25 dif_pm25_3=total_coal`i'_450 dif_total_coal`i'_450) $citycontrol $weathercontrol ,noabs cluster(des_city) keepsing
{txt}  3{com}.         ivreghdfe give_birth (pm25 dif_pm25_3=total_coal`i'_450 dif_total_coal`i'_450) $citycontrol $weathercontrol ,abs(ranking) cluster(des_city) keepsing
{txt}  4{com}.         ivreghdfe give_birth (pm25 dif_pm25_3=total_coal`i'_450 dif_total_coal`i'_450) $citycontrol $weathercontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{txt}  5{com}.         ivreghdfe give_birth (pm25 dif_pm25_3=total_coal`i'_450 dif_total_coal`i'_450) $citycontrol $weathercontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{txt}  6{com}. {c )-}
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   24.65
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22281.69643{txt}{col 55}Centered R2   = {res}  0.0205
{txt}Total (uncentered) SS   = {res}       34723{txt}{col 55}Uncentered R2 = {res}  0.3715
{txt}Residual SS             = {res} 21825.03911{txt}{col 55}Root MSE      = {res}   .4746

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0033662{col 33}{space 2}  .002827{col 44}{space 1}   -1.19{col 53}{space 3}0.234{col 61}{space 4} -.008907{col 74}{space 3} .0021747
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0091495{col 33}{space 2}  .005192{col 44}{space 1}   -1.76{col 53}{space 3}0.078{col 61}{space 4}-.0193256{col 74}{space 3} .0010267
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.025741{col 33}{space 2} .0215232{col 44}{space 1}   -1.20{col 53}{space 3}0.232{col 61}{space 4}-.0679256{col 74}{space 3} .0164436
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0024868{col 33}{space 2} .0097458{col 44}{space 1}   -0.26{col 53}{space 3}0.799{col 61}{space 4}-.0215883{col 74}{space 3} .0166147
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0006713{col 33}{space 2} .0056744{col 44}{space 1}    0.12{col 53}{space 3}0.906{col 61}{space 4}-.0104504{col 74}{space 3}  .011793
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}  .017643{col 33}{space 2} .0029031{col 44}{space 1}    6.08{col 53}{space 3}0.000{col 61}{space 4} .0119531{col 74}{space 3} .0233329
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008978{col 33}{space 2} .0001789{col 44}{space 1}    5.02{col 53}{space 3}0.000{col 61}{space 4} .0005472{col 74}{space 3} .0012484
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-3.24e-07{col 33}{space 2} 1.87e-06{col 44}{space 1}   -0.17{col 53}{space 3}0.863{col 61}{space 4}-4.00e-06{col 74}{space 3} 3.35e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010063{col 33}{space 2} .0008032{col 44}{space 1}   -1.25{col 53}{space 3}0.210{col 61}{space 4}-.0025806{col 74}{space 3}  .000568
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.18e-06{col 33}{space 2} 6.72e-06{col 44}{space 1}   -1.07{col 53}{space 3}0.286{col 61}{space 4}-.0000204{col 74}{space 3} 6.00e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .4852133{col 33}{space 2} .3363259{col 44}{space 1}    1.44{col 53}{space 3}0.149{col 61}{space 4}-.1739734{col 74}{space 3}   1.1444
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.821
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1772
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 770.631
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.463
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{hline 78}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   14.19
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21948.44477{txt}{col 55}Centered R2   = {res}  0.0053
{txt}Total (uncentered) SS   = {res} 21948.44477{txt}{col 55}Uncentered R2 = {res}  0.0053
{txt}Residual SS             = {res} 21831.60641{txt}{col 55}Root MSE      = {res}   .4747

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0036888{col 33}{space 2} .0031585{col 44}{space 1}   -1.17{col 53}{space 3}0.244{col 61}{space 4}-.0099024{col 74}{space 3} .0025249
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0089812{col 33}{space 2} .0050073{col 44}{space 1}   -1.79{col 53}{space 3}0.074{col 61}{space 4}-.0188318{col 74}{space 3} .0008693
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0281566{col 33}{space 2} .0238575{col 44}{space 1}   -1.18{col 53}{space 3}0.239{col 61}{space 4}-.0750902{col 74}{space 3}  .018777
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0033643{col 33}{space 2} .0105668{col 44}{space 1}   -0.32{col 53}{space 3}0.750{col 61}{space 4}-.0241519{col 74}{space 3} .0174233
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0015103{col 33}{space 2} .0049268{col 44}{space 1}    0.31{col 53}{space 3}0.759{col 61}{space 4}-.0081819{col 74}{space 3} .0112024
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0000588{col 33}{space 2} .0218725{col 44}{space 1}    0.00{col 53}{space 3}0.998{col 61}{space 4}-.0429696{col 74}{space 3} .0430873
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008938{col 33}{space 2} .0001775{col 44}{space 1}    5.03{col 53}{space 3}0.000{col 61}{space 4} .0005446{col 74}{space 3} .0012431
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-3.97e-07{col 33}{space 2} 1.82e-06{col 44}{space 1}   -0.22{col 53}{space 3}0.827{col 61}{space 4}-3.97e-06{col 74}{space 3} 3.17e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010402{col 33}{space 2} .0008335{col 44}{space 1}   -1.25{col 53}{space 3}0.213{col 61}{space 4}-.0026798{col 74}{space 3} .0005995
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.51e-06{col 33}{space 2} 6.99e-06{col 44}{space 1}   -1.07{col 53}{space 3}0.284{col 61}{space 4}-.0000213{col 74}{space 3} 6.24e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.775
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1828
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 729.370
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.461
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   13.93
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res}  0.0052
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res}  0.0052
{txt}Residual SS             = {res} 21712.50189{txt}{col 55}Root MSE      = {res}   .4735

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0037273{col 33}{space 2} .0032152{col 44}{space 1}   -1.16{col 53}{space 3}0.247{col 61}{space 4}-.0100523{col 74}{space 3} .0025978
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0089846{col 33}{space 2} .0050725{col 44}{space 1}   -1.77{col 53}{space 3}0.077{col 61}{space 4}-.0189634{col 74}{space 3} .0009943
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.028435{col 33}{space 2} .0241172{col 44}{space 1}   -1.18{col 53}{space 3}0.239{col 61}{space 4}-.0758795{col 74}{space 3} .0190095
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0033269{col 33}{space 2} .0107506{col 44}{space 1}   -0.31{col 53}{space 3}0.757{col 61}{space 4}-.0244759{col 74}{space 3} .0178221
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0016792{col 33}{space 2} .0049323{col 44}{space 1}    0.34{col 53}{space 3}0.734{col 61}{space 4}-.0080239{col 74}{space 3} .0113822
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0004329{col 33}{space 2} .0222412{col 44}{space 1}    0.02{col 53}{space 3}0.984{col 61}{space 4}-.0433209{col 74}{space 3} .0441868
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008843{col 33}{space 2} .0001795{col 44}{space 1}    4.93{col 53}{space 3}0.000{col 61}{space 4} .0005311{col 74}{space 3} .0012374
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-5.20e-07{col 33}{space 2} 1.83e-06{col 44}{space 1}   -0.28{col 53}{space 3}0.777{col 61}{space 4}-4.13e-06{col 74}{space 3} 3.09e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010313{col 33}{space 2}  .000838{col 44}{space 1}   -1.23{col 53}{space 3}0.219{col 61}{space 4}-.0026799{col 74}{space 3} .0006173
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.73e-06{col 33}{space 2} 7.02e-06{col 44}{space 1}   -1.10{col 53}{space 3}0.272{col 61}{space 4}-.0000215{col 74}{space 3} 6.08e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.778
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1824
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 729.511
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.463
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   14.73
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21801.31733{txt}{col 55}Centered R2   = {res}  0.0060
{txt}Total (uncentered) SS   = {res} 21801.31733{txt}{col 55}Uncentered R2 = {res}  0.0060
{txt}Residual SS             = {res} 21669.80267{txt}{col 55}Root MSE      = {res}   .4731

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0034021{col 33}{space 2} .0030861{col 44}{space 1}   -1.10{col 53}{space 3}0.271{col 61}{space 4}-.0094732{col 74}{space 3} .0026691
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0084989{col 33}{space 2}  .004885{col 44}{space 1}   -1.74{col 53}{space 3}0.083{col 61}{space 4}-.0181089{col 74}{space 3} .0011112
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0261396{col 33}{space 2} .0231986{col 44}{space 1}   -1.13{col 53}{space 3}0.261{col 61}{space 4}-.0717768{col 74}{space 3} .0194976
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} -.002544{col 33}{space 2} .0103028{col 44}{space 1}   -0.25{col 53}{space 3}0.805{col 61}{space 4}-.0228121{col 74}{space 3} .0177241
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0020238{col 33}{space 2} .0048373{col 44}{space 1}    0.42{col 53}{space 3}0.676{col 61}{space 4}-.0074924{col 74}{space 3}   .01154
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0025286{col 33}{space 2} .0214862{col 44}{space 1}    0.12{col 53}{space 3}0.906{col 61}{space 4}  -.03974{col 74}{space 3} .0447972
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}   .00087{col 33}{space 2} .0001739{col 44}{space 1}    5.00{col 53}{space 3}0.000{col 61}{space 4}  .000528{col 74}{space 3}  .001212
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-6.23e-07{col 33}{space 2} 1.79e-06{col 44}{space 1}   -0.35{col 53}{space 3}0.728{col 61}{space 4}-4.14e-06{col 74}{space 3} 2.89e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009511{col 33}{space 2}  .000811{col 44}{space 1}   -1.17{col 53}{space 3}0.242{col 61}{space 4}-.0025465{col 74}{space 3} .0006443
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.14e-06{col 33}{space 2} 6.76e-06{col 44}{space 1}   -1.06{col 53}{space 3}0.292{col 61}{space 4}-.0000205{col 74}{space 3} 6.17e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.784
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1817
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 728.282
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.466
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   26.49
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22281.69643{txt}{col 55}Centered R2   = {res}  0.0213
{txt}Total (uncentered) SS   = {res}       34723{txt}{col 55}Uncentered R2 = {res}  0.3720
{txt}Residual SS             = {res} 21807.71638{txt}{col 55}Root MSE      = {res}   .4744

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0030756{col 33}{space 2} .0027611{col 44}{space 1}   -1.11{col 53}{space 3}0.265{col 61}{space 4}-.0084872{col 74}{space 3}  .002336
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2} -.008826{col 33}{space 2} .0048204{col 44}{space 1}   -1.83{col 53}{space 3}0.067{col 61}{space 4}-.0182739{col 74}{space 3} .0006218
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0233927{col 33}{space 2} .0210589{col 44}{space 1}   -1.11{col 53}{space 3}0.267{col 61}{space 4}-.0646673{col 74}{space 3} .0178819
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0015826{col 33}{space 2} .0095262{col 44}{space 1}   -0.17{col 53}{space 3}0.868{col 61}{space 4}-.0202536{col 74}{space 3} .0170884
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0007844{col 33}{space 2} .0054835{col 44}{space 1}    0.14{col 53}{space 3}0.886{col 61}{space 4}-.0099631{col 74}{space 3} .0115318
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0178312{col 33}{space 2} .0027532{col 44}{space 1}    6.48{col 53}{space 3}0.000{col 61}{space 4}  .012435{col 74}{space 3} .0232273
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008832{col 33}{space 2} .0001754{col 44}{space 1}    5.04{col 53}{space 3}0.000{col 61}{space 4} .0005395{col 74}{space 3} .0012269
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-4.08e-07{col 33}{space 2} 1.76e-06{col 44}{space 1}   -0.23{col 53}{space 3}0.817{col 61}{space 4}-3.86e-06{col 74}{space 3} 3.05e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009519{col 33}{space 2} .0007742{col 44}{space 1}   -1.23{col 53}{space 3}0.219{col 61}{space 4}-.0024694{col 74}{space 3} .0005655
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.69e-06{col 33}{space 2} 6.45e-06{col 44}{space 1}   -1.04{col 53}{space 3}0.300{col 61}{space 4}-.0000193{col 74}{space 3} 5.96e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .4513511{col 33}{space 2} .3297429{col 44}{space 1}    1.37{col 53}{space 3}0.171{col 61}{space 4}-.1949332{col 74}{space 3} 1.097635
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.929
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1648
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 811.923
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.609
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal60_450 dif_total_coal60_450
{hline 78}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   15.06
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21948.44477{txt}{col 55}Centered R2   = {res}  0.0060
{txt}Total (uncentered) SS   = {res} 21948.44477{txt}{col 55}Uncentered R2 = {res}  0.0060
{txt}Residual SS             = {res} 21816.86396{txt}{col 55}Root MSE      = {res}   .4745

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} -.003433{col 33}{space 2} .0031823{col 44}{space 1}   -1.08{col 53}{space 3}0.281{col 61}{space 4}-.0096932{col 74}{space 3} .0028273
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0087713{col 33}{space 2} .0047788{col 44}{space 1}   -1.84{col 53}{space 3}0.067{col 61}{space 4}-.0181723{col 74}{space 3} .0006297
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0260809{col 33}{space 2} .0240932{col 44}{space 1}   -1.08{col 53}{space 3}0.280{col 61}{space 4}-.0734782{col 74}{space 3} .0213163
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0025761{col 33}{space 2} .0106219{col 44}{space 1}   -0.24{col 53}{space 3}0.809{col 61}{space 4}-.0234719{col 74}{space 3} .0183198
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0014989{col 33}{space 2} .0048103{col 44}{space 1}    0.31{col 53}{space 3}0.756{col 61}{space 4}-.0079642{col 74}{space 3} .0109619
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0015874{col 33}{space 2} .0219725{col 44}{space 1}    0.07{col 53}{space 3}0.942{col 61}{space 4}-.0416378{col 74}{space 3} .0448126
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}  .000882{col 33}{space 2} .0001762{col 44}{space 1}    5.00{col 53}{space 3}0.000{col 61}{space 4} .0005353{col 74}{space 3} .0012287
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-4.47e-07{col 33}{space 2} 1.74e-06{col 44}{space 1}   -0.26{col 53}{space 3}0.797{col 61}{space 4}-3.87e-06{col 74}{space 3} 2.98e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009955{col 33}{space 2} .0008203{col 44}{space 1}   -1.21{col 53}{space 3}0.226{col 61}{space 4}-.0026093{col 74}{space 3} .0006183
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.11e-06{col 33}{space 2} 6.89e-06{col 44}{space 1}   -1.03{col 53}{space 3}0.303{col 61}{space 4}-.0000207{col 74}{space 3} 6.44e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.784
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1816
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 731.300
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.509
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal60_450 dif_total_coal60_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   14.73
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res}  0.0058
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res}  0.0058
{txt}Residual SS             = {res} 21698.34338{txt}{col 55}Root MSE      = {res}   .4733

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} -.003485{col 33}{space 2} .0032498{col 44}{space 1}   -1.07{col 53}{space 3}0.284{col 61}{space 4}-.0098781{col 74}{space 3} .0029081
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0087893{col 33}{space 2} .0048508{col 44}{space 1}   -1.81{col 53}{space 3}0.071{col 61}{space 4}-.0183319{col 74}{space 3} .0007534
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0264707{col 33}{space 2} .0244462{col 44}{space 1}   -1.08{col 53}{space 3}0.280{col 61}{space 4}-.0745623{col 74}{space 3} .0216209
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0025801{col 33}{space 2} .0108396{col 44}{space 1}   -0.24{col 53}{space 3}0.812{col 61}{space 4}-.0239042{col 74}{space 3}  .018744
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0016646{col 33}{space 2} .0048113{col 44}{space 1}    0.35{col 53}{space 3}0.730{col 61}{space 4}-.0078004{col 74}{space 3} .0111296
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0018776{col 33}{space 2} .0224038{col 44}{space 1}    0.08{col 53}{space 3}0.933{col 61}{space 4}-.0421961{col 74}{space 3} .0459513
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}  .000873{col 33}{space 2} .0001787{col 44}{space 1}    4.88{col 53}{space 3}0.000{col 61}{space 4} .0005214{col 74}{space 3} .0012245
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-5.67e-07{col 33}{space 2} 1.76e-06{col 44}{space 1}   -0.32{col 53}{space 3}0.747{col 61}{space 4}-4.03e-06{col 74}{space 3} 2.89e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009892{col 33}{space 2} .0008269{col 44}{space 1}   -1.20{col 53}{space 3}0.232{col 61}{space 4} -.002616{col 74}{space 3} .0006376
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.36e-06{col 33}{space 2} 6.93e-06{col 44}{space 1}   -1.06{col 53}{space 3}0.289{col 61}{space 4} -.000021{col 74}{space 3} 6.28e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.785
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1815
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 730.580
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.509
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal60_450 dif_total_coal60_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   15.56
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21801.31733{txt}{col 55}Centered R2   = {res}  0.0066
{txt}Total (uncentered) SS   = {res} 21801.31733{txt}{col 55}Uncentered R2 = {res}  0.0066
{txt}Residual SS             = {res} 21657.88014{txt}{col 55}Root MSE      = {res}   .4729

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0031695{col 33}{space 2} .0031262{col 44}{space 1}   -1.01{col 53}{space 3}0.311{col 61}{space 4}-.0093194{col 74}{space 3} .0029805
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0083375{col 33}{space 2} .0046884{col 44}{space 1}   -1.78{col 53}{space 3}0.076{col 61}{space 4}-.0175607{col 74}{space 3} .0008857
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0242359{col 33}{space 2} .0235731{col 44}{space 1}   -1.03{col 53}{space 3}0.305{col 61}{space 4}  -.07061{col 74}{space 3} .0221381
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0018254{col 33}{space 2} .0104006{col 44}{space 1}   -0.18{col 53}{space 3}0.861{col 61}{space 4}-.0222858{col 74}{space 3} .0186351
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0019823{col 33}{space 2} .0047356{col 44}{space 1}    0.42{col 53}{space 3}0.676{col 61}{space 4}-.0073337{col 74}{space 3} .0112983
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0039127{col 33}{space 2}  .021695{col 44}{space 1}    0.18{col 53}{space 3}0.857{col 61}{space 4}-.0387668{col 74}{space 3} .0465921
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008587{col 33}{space 2} .0001735{col 44}{space 1}    4.95{col 53}{space 3}0.000{col 61}{space 4} .0005174{col 74}{space 3}    .0012
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-6.59e-07{col 33}{space 2} 1.72e-06{col 44}{space 1}   -0.38{col 53}{space 3}0.702{col 61}{space 4}-4.05e-06{col 74}{space 3} 2.73e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009115{col 33}{space 2} .0008023{col 44}{space 1}   -1.14{col 53}{space 3}0.257{col 61}{space 4}-.0024898{col 74}{space 3} .0006669
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.81e-06{col 33}{space 2} 6.70e-06{col 44}{space 1}   -1.02{col 53}{space 3}0.311{col 61}{space 4}  -.00002{col 74}{space 3} 6.38e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.792
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1807
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 729.766
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.512
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal60_450 dif_total_coal60_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   32.34
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22281.69643{txt}{col 55}Centered R2   = {res}  0.0220
{txt}Total (uncentered) SS   = {res}       34723{txt}{col 55}Uncentered R2 = {res}  0.3724
{txt}Residual SS             = {res}  21790.4539{txt}{col 55}Root MSE      = {res}   .4742

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0024937{col 33}{space 2} .0033029{col 44}{space 1}   -0.76{col 53}{space 3}0.450{col 61}{space 4}-.0089672{col 74}{space 3} .0039798
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0089252{col 33}{space 2} .0050472{col 44}{space 1}   -1.77{col 53}{space 3}0.077{col 61}{space 4}-.0188176{col 74}{space 3} .0009671
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0181588{col 33}{space 2} .0257717{col 44}{space 1}   -0.70{col 53}{space 3}0.481{col 61}{space 4}-.0686703{col 74}{space 3} .0323528
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0002782{col 33}{space 2} .0109034{col 44}{space 1}    0.03{col 53}{space 3}0.980{col 61}{space 4}-.0210921{col 74}{space 3} .0216486
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0002316{col 33}{space 2} .0051676{col 44}{space 1}    0.04{col 53}{space 3}0.964{col 61}{space 4}-.0098968{col 74}{space 3}   .01036
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0178237{col 33}{space 2} .0030673{col 44}{space 1}    5.81{col 53}{space 3}0.000{col 61}{space 4} .0118118{col 74}{space 3} .0238355
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008408{col 33}{space 2} .0001946{col 44}{space 1}    4.32{col 53}{space 3}0.000{col 61}{space 4} .0004593{col 74}{space 3} .0012223
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-3.34e-07{col 33}{space 2} 1.76e-06{col 44}{space 1}   -0.19{col 53}{space 3}0.849{col 61}{space 4}-3.78e-06{col 74}{space 3} 3.12e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0008685{col 33}{space 2} .0008239{col 44}{space 1}   -1.05{col 53}{space 3}0.292{col 61}{space 4}-.0024833{col 74}{space 3} .0007463
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.23e-06{col 33}{space 2} 7.24e-06{col 44}{space 1}   -0.86{col 53}{space 3}0.390{col 61}{space 4}-.0000204{col 74}{space 3} 7.97e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .3814827{col 33}{space 2} .3902269{col 44}{space 1}    0.98{col 53}{space 3}0.328{col 61}{space 4}-.3833479{col 74}{space 3} 1.146313
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.893
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1688
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 640.651
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.406
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal110_450 dif_total_coal110_450
{hline 78}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   17.68
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21948.44477{txt}{col 55}Centered R2   = {res}  0.0070
{txt}Total (uncentered) SS   = {res} 21948.44477{txt}{col 55}Uncentered R2 = {res}  0.0070
{txt}Residual SS             = {res} 21795.23807{txt}{col 55}Root MSE      = {res}   .4743

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0027471{col 33}{space 2} .0037402{col 44}{space 1}   -0.73{col 53}{space 3}0.463{col 61}{space 4}-.0101049{col 74}{space 3} .0046107
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0089727{col 33}{space 2} .0051193{col 44}{space 1}   -1.75{col 53}{space 3}0.081{col 61}{space 4}-.0190437{col 74}{space 3} .0010983
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0199832{col 33}{space 2} .0288541{col 44}{space 1}   -0.69{col 53}{space 3}0.489{col 61}{space 4}-.0767463{col 74}{space 3} .0367798
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0004147{col 33}{space 2} .0120534{col 44}{space 1}   -0.03{col 53}{space 3}0.973{col 61}{space 4}-.0241267{col 74}{space 3} .0232973
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0006633{col 33}{space 2} .0045306{col 44}{space 1}    0.15{col 53}{space 3}0.884{col 61}{space 4}-.0082494{col 74}{space 3} .0095761
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0056207{col 33}{space 2} .0242813{col 44}{space 1}    0.23{col 53}{space 3}0.817{col 61}{space 4}-.0421465{col 74}{space 3}  .053388
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008373{col 33}{space 2} .0001909{col 44}{space 1}    4.39{col 53}{space 3}0.000{col 61}{space 4} .0004618{col 74}{space 3} .0012129
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-3.34e-07{col 33}{space 2} 1.76e-06{col 44}{space 1}   -0.19{col 53}{space 3}0.850{col 61}{space 4}-3.80e-06{col 74}{space 3} 3.13e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.000902{col 33}{space 2}  .000877{col 44}{space 1}   -1.03{col 53}{space 3}0.304{col 61}{space 4}-.0026274{col 74}{space 3} .0008233
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.60e-06{col 33}{space 2} 7.82e-06{col 44}{space 1}   -0.84{col 53}{space 3}0.399{col 61}{space 4} -.000022{col 74}{space 3} 8.79e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.673
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1959
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 563.989
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.230
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal110_450 dif_total_coal110_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   17.42
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res}  0.0070
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res}  0.0070
{txt}Residual SS             = {res} 21672.94935{txt}{col 55}Root MSE      = {res}    .473

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0027514{col 33}{space 2} .0038078{col 44}{space 1}   -0.72{col 53}{space 3}0.470{col 61}{space 4}-.0102422{col 74}{space 3} .0047393
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0089099{col 33}{space 2} .0051649{col 44}{space 1}   -1.73{col 53}{space 3}0.085{col 61}{space 4}-.0190705{col 74}{space 3} .0012506
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0200389{col 33}{space 2} .0292482{col 44}{space 1}   -0.69{col 53}{space 3}0.494{col 61}{space 4}-.0775772{col 74}{space 3} .0374994
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0002766{col 33}{space 2} .0122751{col 44}{space 1}   -0.02{col 53}{space 3}0.982{col 61}{space 4}-.0244248{col 74}{space 3} .0238715
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0008717{col 33}{space 2} .0044885{col 44}{space 1}    0.19{col 53}{space 3}0.846{col 61}{space 4}-.0079584{col 74}{space 3} .0097017
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}  .006185{col 33}{space 2} .0247058{col 44}{space 1}    0.25{col 53}{space 3}0.802{col 61}{space 4}-.0424174{col 74}{space 3} .0547873
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}  .000827{col 33}{space 2} .0001934{col 44}{space 1}    4.28{col 53}{space 3}0.000{col 61}{space 4} .0004465{col 74}{space 3} .0012075
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-4.81e-07{col 33}{space 2} 1.77e-06{col 44}{space 1}   -0.27{col 53}{space 3}0.786{col 61}{space 4}-3.97e-06{col 74}{space 3} 3.01e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0008857{col 33}{space 2}  .000882{col 44}{space 1}   -1.00{col 53}{space 3}0.316{col 61}{space 4}-.0026208{col 74}{space 3} .0008494
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.74e-06{col 33}{space 2} 7.85e-06{col 44}{space 1}   -0.86{col 53}{space 3}0.391{col 61}{space 4}-.0000222{col 74}{space 3} 8.70e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.673
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1959
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 563.290
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.229
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal110_450 dif_total_coal110_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   18.60
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21801.31733{txt}{col 55}Centered R2   = {res}  0.0076
{txt}Total (uncentered) SS   = {res} 21801.31733{txt}{col 55}Uncentered R2 = {res}  0.0076
{txt}Residual SS             = {res} 21634.61805{txt}{col 55}Root MSE      = {res}   .4727

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0023836{col 33}{space 2} .0036965{col 44}{space 1}   -0.64{col 53}{space 3}0.519{col 61}{space 4}-.0096555{col 74}{space 3} .0048883
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0084669{col 33}{space 2} .0050372{col 44}{space 1}   -1.68{col 53}{space 3}0.094{col 61}{space 4}-.0183763{col 74}{space 3} .0014425
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0173465{col 33}{space 2} .0284698{col 44}{space 1}   -0.61{col 53}{space 3}0.543{col 61}{space 4}-.0733536{col 74}{space 3} .0386606
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}  .000642{col 33}{space 2} .0118693{col 44}{space 1}    0.05{col 53}{space 3}0.957{col 61}{space 4}-.0227077{col 74}{space 3} .0239918
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0011325{col 33}{space 2} .0044488{col 44}{space 1}    0.25{col 53}{space 3}0.799{col 61}{space 4}-.0076194{col 74}{space 3} .0098843
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0085256{col 33}{space 2} .0240419{col 44}{space 1}    0.35{col 53}{space 3}0.723{col 61}{space 4}-.0387707{col 74}{space 3} .0558218
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008094{col 33}{space 2} .0001886{col 44}{space 1}    4.29{col 53}{space 3}0.000{col 61}{space 4} .0004384{col 74}{space 3} .0011805
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-5.67e-07{col 33}{space 2} 1.74e-06{col 44}{space 1}   -0.33{col 53}{space 3}0.745{col 61}{space 4}-4.00e-06{col 74}{space 3} 2.87e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0008006{col 33}{space 2} .0008616{col 44}{space 1}   -0.93{col 53}{space 3}0.353{col 61}{space 4}-.0024955{col 74}{space 3} .0008944
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.15e-06{col 33}{space 2} 7.64e-06{col 44}{space 1}   -0.80{col 53}{space 3}0.422{col 61}{space 4}-.0000212{col 74}{space 3} 8.88e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.678
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1952
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 562.321
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.232
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal110_450 dif_total_coal110_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   34.50
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22281.69643{txt}{col 55}Centered R2   = {res}  0.0221
{txt}Total (uncentered) SS   = {res}       34723{txt}{col 55}Uncentered R2 = {res}  0.3725
{txt}Residual SS             = {res} 21788.32441{txt}{col 55}Root MSE      = {res}   .4742

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0023948{col 33}{space 2}  .003851{col 44}{space 1}   -0.62{col 53}{space 3}0.534{col 61}{space 4}-.0099427{col 74}{space 3}  .005153
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0089393{col 33}{space 2}  .004755{col 44}{space 1}   -1.88{col 53}{space 3}0.060{col 61}{space 4}-.0182589{col 74}{space 3} .0003803
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0172712{col 33}{space 2} .0302467{col 44}{space 1}   -0.57{col 53}{space 3}0.568{col 61}{space 4}-.0765535{col 74}{space 3} .0420112
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0005943{col 33}{space 2}  .012775{col 44}{space 1}    0.05{col 53}{space 3}0.963{col 61}{space 4}-.0244441{col 74}{space 3} .0256328
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0001406{col 33}{space 2} .0048719{col 44}{space 1}    0.03{col 53}{space 3}0.977{col 61}{space 4}-.0094082{col 74}{space 3} .0096894
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0178238{col 33}{space 2} .0027882{col 44}{space 1}    6.39{col 53}{space 3}0.000{col 61}{space 4} .0123589{col 74}{space 3} .0232887
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008336{col 33}{space 2} .0002265{col 44}{space 1}    3.68{col 53}{space 3}0.000{col 61}{space 4} .0003897{col 74}{space 3} .0012775
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-3.23e-07{col 33}{space 2} 1.63e-06{col 44}{space 1}   -0.20{col 53}{space 3}0.843{col 61}{space 4}-3.51e-06{col 74}{space 3} 2.87e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0008542{col 33}{space 2} .0008745{col 44}{space 1}   -0.98{col 53}{space 3}0.329{col 61}{space 4}-.0025683{col 74}{space 3} .0008598
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.15e-06{col 33}{space 2} 7.29e-06{col 44}{space 1}   -0.84{col 53}{space 3}0.399{col 61}{space 4}-.0000204{col 74}{space 3} 8.14e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .3696154{col 33}{space 2} .4539525{col 44}{space 1}    0.81{col 53}{space 3}0.416{col 61}{space 4}-.5201152{col 74}{space 3} 1.259346
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.178
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1400
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 667.734
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.558
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal150_450 dif_total_coal150_450
{hline 78}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   18.37
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21948.44477{txt}{col 55}Centered R2   = {res}  0.0073
{txt}Total (uncentered) SS   = {res} 21948.44477{txt}{col 55}Uncentered R2 = {res}  0.0073
{txt}Residual SS             = {res} 21788.67905{txt}{col 55}Root MSE      = {res}   .4742

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} -.002538{col 33}{space 2} .0041411{col 44}{space 1}   -0.61{col 53}{space 3}0.540{col 61}{space 4}-.0106845{col 74}{space 3} .0056086
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0089103{col 33}{space 2} .0046536{col 44}{space 1}   -1.91{col 53}{space 3}0.056{col 61}{space 4}-.0180651{col 74}{space 3} .0002445
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0182099{col 33}{space 2} .0320808{col 44}{space 1}   -0.57{col 53}{space 3}0.571{col 61}{space 4}-.0813207{col 74}{space 3}  .044901
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0002367{col 33}{space 2} .0134529{col 44}{space 1}    0.02{col 53}{space 3}0.986{col 61}{space 4}-.0262284{col 74}{space 3} .0267019
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0005389{col 33}{space 2} .0042432{col 44}{space 1}    0.13{col 53}{space 3}0.899{col 61}{space 4}-.0078085{col 74}{space 3} .0088862
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0068613{col 33}{space 2} .0264751{col 44}{space 1}    0.26{col 53}{space 3}0.796{col 61}{space 4}-.0452216{col 74}{space 3} .0589442
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008258{col 33}{space 2} .0002122{col 44}{space 1}    3.89{col 53}{space 3}0.000{col 61}{space 4} .0004083{col 74}{space 3} .0012433
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-3.40e-07{col 33}{space 2} 1.60e-06{col 44}{space 1}   -0.21{col 53}{space 3}0.832{col 61}{space 4}-3.48e-06{col 74}{space 3} 2.80e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0008693{col 33}{space 2} .0009021{col 44}{space 1}   -0.96{col 53}{space 3}0.336{col 61}{space 4}-.0026439{col 74}{space 3} .0009054
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.36e-06{col 33}{space 2} 7.64e-06{col 44}{space 1}   -0.83{col 53}{space 3}0.406{col 61}{space 4}-.0000214{col 74}{space 3} 8.67e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.087
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1486
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 627.514
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.502
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal150_450 dif_total_coal150_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   18.10
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res}  0.0073
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res}  0.0073
{txt}Residual SS             = {res} 21666.52595{txt}{col 55}Root MSE      = {res}    .473

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0025377{col 33}{space 2} .0042537{col 44}{space 1}   -0.60{col 53}{space 3}0.551{col 61}{space 4}-.0109058{col 74}{space 3} .0058304
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0088678{col 33}{space 2} .0047227{col 44}{space 1}   -1.88{col 53}{space 3}0.061{col 61}{space 4}-.0181584{col 74}{space 3} .0004228
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.018217{col 33}{space 2} .0328115{col 44}{space 1}   -0.56{col 53}{space 3}0.579{col 61}{space 4}-.0827654{col 74}{space 3} .0463313
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0003901{col 33}{space 2} .0138163{col 44}{space 1}    0.03{col 53}{space 3}0.977{col 61}{space 4}  -.02679{col 74}{space 3} .0275702
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0007219{col 33}{space 2} .0041953{col 44}{space 1}    0.17{col 53}{space 3}0.863{col 61}{space 4}-.0075314{col 74}{space 3} .0089752
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0074475{col 33}{space 2} .0271453{col 44}{space 1}    0.27{col 53}{space 3}0.784{col 61}{space 4} -.045954{col 74}{space 3}  .060849
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008148{col 33}{space 2} .0002165{col 44}{space 1}    3.76{col 53}{space 3}0.000{col 61}{space 4} .0003889{col 74}{space 3} .0012408
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-4.81e-07{col 33}{space 2} 1.62e-06{col 44}{space 1}   -0.30{col 53}{space 3}0.766{col 61}{space 4}-3.66e-06{col 74}{space 3} 2.70e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0008529{col 33}{space 2} .0009139{col 44}{space 1}   -0.93{col 53}{space 3}0.351{col 61}{space 4}-.0026508{col 74}{space 3} .0009449
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.50e-06{col 33}{space 2} 7.72e-06{col 44}{space 1}   -0.84{col 53}{space 3}0.400{col 61}{space 4}-.0000217{col 74}{space 3} 8.68e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.091
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1482
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 627.174
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.505
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal150_450 dif_total_coal150_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   19.59
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21801.31733{txt}{col 55}Centered R2   = {res}  0.0080
{txt}Total (uncentered) SS   = {res} 21801.31733{txt}{col 55}Uncentered R2 = {res}  0.0080
{txt}Residual SS             = {res} 21627.30815{txt}{col 55}Root MSE      = {res}   .4726

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0020879{col 33}{space 2}  .004083{col 44}{space 1}   -0.51{col 53}{space 3}0.609{col 61}{space 4}-.0101203{col 74}{space 3} .0059444
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0083822{col 33}{space 2} .0045693{col 44}{space 1}   -1.83{col 53}{space 3}0.067{col 61}{space 4}-.0173712{col 74}{space 3} .0006068
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0148451{col 33}{space 2} .0316623{col 44}{space 1}   -0.47{col 53}{space 3}0.639{col 61}{space 4}-.0771325{col 74}{space 3} .0474424
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0015625{col 33}{space 2} .0131995{col 44}{space 1}    0.12{col 53}{space 3}0.906{col 61}{space 4}-.0244042{col 74}{space 3} .0275292
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}  .000953{col 33}{space 2} .0041914{col 44}{space 1}    0.23{col 53}{space 3}0.820{col 61}{space 4}-.0072925{col 74}{space 3} .0091986
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0102735{col 33}{space 2} .0261197{col 44}{space 1}    0.39{col 53}{space 3}0.694{col 61}{space 4}-.0411103{col 74}{space 3} .0616573
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007931{col 33}{space 2} .0002093{col 44}{space 1}    3.79{col 53}{space 3}0.000{col 61}{space 4} .0003813{col 74}{space 3} .0012048
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-5.75e-07{col 33}{space 2} 1.58e-06{col 44}{space 1}   -0.36{col 53}{space 3}0.717{col 61}{space 4}-3.69e-06{col 74}{space 3} 2.54e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0007543{col 33}{space 2}  .000886{col 44}{space 1}   -0.85{col 53}{space 3}0.395{col 61}{space 4}-.0024974{col 74}{space 3} .0009888
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-5.80e-06{col 33}{space 2} 7.46e-06{col 44}{space 1}   -0.78{col 53}{space 3}0.437{col 61}{space 4}-.0000205{col 74}{space 3} 8.86e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.098
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1475
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 626.076
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.509
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal150_450 dif_total_coal150_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A12
. foreach i in 5 15 20 25 {c -(}
{txt}  2{com}.         
.         ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450_`i'y dif_total_coal50_450_`i'y) $citycontrol $weathercontrol ,noabs cluster(des_city) keepsing
{txt}  3{com}.         ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450_`i'y dif_total_coal50_450_`i'y) $citycontrol $weathercontrol ,abs(ranking) cluster(des_city) keepsing
{txt}  4{com}.         ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450_`i'y dif_total_coal50_450_`i'y) $citycontrol $weathercontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{txt}  5{com}.         ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450_`i'y dif_total_coal50_450_`i'y) $citycontrol $weathercontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{txt}  6{com}. {c )-}
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   25.23
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22281.69643{txt}{col 55}Centered R2   = {res}  0.0203
{txt}Total (uncentered) SS   = {res}       34723{txt}{col 55}Uncentered R2 = {res}  0.3714
{txt}Residual SS             = {res} 21828.27072{txt}{col 55}Root MSE      = {res}   .4746

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0033101{col 33}{space 2} .0024766{col 44}{space 1}   -1.34{col 53}{space 3}0.181{col 61}{space 4}-.0081642{col 74}{space 3}  .001544
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0094824{col 33}{space 2} .0052751{col 44}{space 1}   -1.80{col 53}{space 3}0.072{col 61}{space 4}-.0198214{col 74}{space 3} .0008565
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0250066{col 33}{space 2}  .018855{col 44}{space 1}   -1.33{col 53}{space 3}0.185{col 61}{space 4}-.0619616{col 74}{space 3} .0119485
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0022858{col 33}{space 2} .0084981{col 44}{space 1}   -0.27{col 53}{space 3}0.788{col 61}{space 4}-.0189418{col 74}{space 3} .0143702
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0002807{col 33}{space 2} .0057931{col 44}{space 1}    0.05{col 53}{space 3}0.961{col 61}{space 4}-.0110735{col 74}{space 3} .0116349
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0174758{col 33}{space 2} .0031352{col 44}{space 1}    5.57{col 53}{space 3}0.000{col 61}{space 4}  .011331{col 74}{space 3} .0236206
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008881{col 33}{space 2} .0001691{col 44}{space 1}    5.25{col 53}{space 3}0.000{col 61}{space 4} .0005565{col 74}{space 3} .0012196
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-2.12e-07{col 33}{space 2} 1.97e-06{col 44}{space 1}   -0.11{col 53}{space 3}0.915{col 61}{space 4}-4.08e-06{col 74}{space 3} 3.66e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010093{col 33}{space 2} .0007727{col 44}{space 1}   -1.31{col 53}{space 3}0.191{col 61}{space 4}-.0025238{col 74}{space 3} .0005052
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.36e-06{col 33}{space 2} 6.76e-06{col 44}{space 1}   -1.09{col 53}{space 3}0.276{col 61}{space 4}-.0000206{col 74}{space 3} 5.88e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .4775905{col 33}{space 2} .2938568{col 44}{space 1}    1.63{col 53}{space 3}0.104{col 61}{space 4}-.0983582{col 74}{space 3} 1.053539
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.358
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1247
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1059.506
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.742
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_5y dif_total_coal50_450_5y
{hline 78}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   14.85
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21948.44477{txt}{col 55}Centered R2   = {res}  0.0058
{txt}Total (uncentered) SS   = {res} 21948.44477{txt}{col 55}Uncentered R2 = {res}  0.0058
{txt}Residual SS             = {res}  21821.2806{txt}{col 55}Root MSE      = {res}   .4746

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0034481{col 33}{space 2} .0025389{col 44}{space 1}   -1.36{col 53}{space 3}0.175{col 61}{space 4}-.0084427{col 74}{space 3} .0015464
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0090349{col 33}{space 2} .0047248{col 44}{space 1}   -1.91{col 53}{space 3}0.057{col 61}{space 4}-.0183297{col 74}{space 3}   .00026
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0260288{col 33}{space 2} .0191118{col 44}{space 1}   -1.36{col 53}{space 3}0.174{col 61}{space 4}-.0636265{col 74}{space 3} .0115689
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} -.002607{col 33}{space 2} .0085799{col 44}{space 1}   -0.30{col 53}{space 3}0.761{col 61}{space 4}-.0194857{col 74}{space 3} .0142718
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}  .001235{col 33}{space 2} .0049066{col 44}{space 1}    0.25{col 53}{space 3}0.801{col 61}{space 4}-.0084175{col 74}{space 3} .0108876
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0014756{col 33}{space 2}  .018657{col 44}{space 1}    0.08{col 53}{space 3}0.937{col 61}{space 4}-.0352273{col 74}{space 3} .0381785
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008785{col 33}{space 2} .0001619{col 44}{space 1}    5.43{col 53}{space 3}0.000{col 61}{space 4}   .00056{col 74}{space 3} .0011969
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-3.63e-07{col 33}{space 2} 1.83e-06{col 44}{space 1}   -0.20{col 53}{space 3}0.843{col 61}{space 4}-3.96e-06{col 74}{space 3} 3.24e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010068{col 33}{space 2} .0007561{col 44}{space 1}   -1.33{col 53}{space 3}0.184{col 61}{space 4}-.0024942{col 74}{space 3} .0004806
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.31e-06{col 33}{space 2} 6.50e-06{col 44}{space 1}   -1.12{col 53}{space 3}0.261{col 61}{space 4}-.0000201{col 74}{space 3} 5.48e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.659
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1030
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1140.868
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.068
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_5y dif_total_coal50_450_5y
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   14.88
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res}  0.0060
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res}  0.0060
{txt}Residual SS             = {res} 21694.73511{txt}{col 55}Root MSE      = {res}   .4733

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0033833{col 33}{space 2} .0025482{col 44}{space 1}   -1.33{col 53}{space 3}0.185{col 61}{space 4}-.0083962{col 74}{space 3} .0016297
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0088543{col 33}{space 2} .0047108{col 44}{space 1}   -1.88{col 53}{space 3}0.061{col 61}{space 4}-.0181217{col 74}{space 3}  .000413
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0255458{col 33}{space 2} .0190264{col 44}{space 1}   -1.34{col 53}{space 3}0.180{col 61}{space 4}-.0629754{col 74}{space 3} .0118838
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0022578{col 33}{space 2} .0086334{col 44}{space 1}   -0.26{col 53}{space 3}0.794{col 61}{space 4}-.0192417{col 74}{space 3} .0147262
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0015038{col 33}{space 2} .0048715{col 44}{space 1}    0.31{col 53}{space 3}0.758{col 61}{space 4}-.0080796{col 74}{space 3} .0110872
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0024704{col 33}{space 2}  .018731{col 44}{space 1}    0.13{col 53}{space 3}0.895{col 61}{space 4}-.0343779{col 74}{space 3} .0393188
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008658{col 33}{space 2} .0001616{col 44}{space 1}    5.36{col 53}{space 3}0.000{col 61}{space 4} .0005478{col 74}{space 3} .0011837
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-5.40e-07{col 33}{space 2} 1.83e-06{col 44}{space 1}   -0.30{col 53}{space 3}0.768{col 61}{space 4}-4.13e-06{col 74}{space 3} 3.05e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009764{col 33}{space 2} .0007496{col 44}{space 1}   -1.30{col 53}{space 3}0.194{col 61}{space 4} -.002451{col 74}{space 3} .0004981
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.30e-06{col 33}{space 2} 6.43e-06{col 44}{space 1}   -1.14{col 53}{space 3}0.257{col 61}{space 4}  -.00002{col 74}{space 3} 5.35e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.652
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1034
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1135.021
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.057
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_5y dif_total_coal50_450_5y
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   15.56
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21801.31733{txt}{col 55}Centered R2   = {res}  0.0066
{txt}Total (uncentered) SS   = {res} 21801.31733{txt}{col 55}Uncentered R2 = {res}  0.0066
{txt}Residual SS             = {res} 21656.66658{txt}{col 55}Root MSE      = {res}   .4729

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0031138{col 33}{space 2} .0024609{col 44}{space 1}   -1.27{col 53}{space 3}0.207{col 61}{space 4} -.007955{col 74}{space 3} .0017274
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0084205{col 33}{space 2} .0045729{col 44}{space 1}   -1.84{col 53}{space 3}0.066{col 61}{space 4}-.0174165{col 74}{space 3} .0005755
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0236978{col 33}{space 2} .0183981{col 44}{space 1}   -1.29{col 53}{space 3}0.199{col 61}{space 4}-.0598914{col 74}{space 3} .0124959
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0016463{col 33}{space 2} .0083171{col 44}{space 1}   -0.20{col 53}{space 3}0.843{col 61}{space 4} -.018008{col 74}{space 3} .0147155
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0018444{col 33}{space 2} .0047964{col 44}{space 1}    0.38{col 53}{space 3}0.701{col 61}{space 4}-.0075914{col 74}{space 3} .0112802
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0042325{col 33}{space 2} .0182486{col 44}{space 1}    0.23{col 53}{space 3}0.817{col 61}{space 4} -.031667{col 74}{space 3} .0401321
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}  .000854{col 33}{space 2} .0001575{col 44}{space 1}    5.42{col 53}{space 3}0.000{col 61}{space 4} .0005441{col 74}{space 3} .0011639
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-6.29e-07{col 33}{space 2} 1.79e-06{col 44}{space 1}   -0.35{col 53}{space 3}0.725{col 61}{space 4}-4.15e-06{col 74}{space 3} 2.89e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009061{col 33}{space 2} .0007316{col 44}{space 1}   -1.24{col 53}{space 3}0.216{col 61}{space 4}-.0023454{col 74}{space 3} .0005332
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.81e-06{col 33}{space 2} 6.25e-06{col 44}{space 1}   -1.09{col 53}{space 3}0.277{col 61}{space 4}-.0000191{col 74}{space 3} 5.49e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.664
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1026
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1134.160
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.061
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_5y dif_total_coal50_450_5y
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   30.11
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22281.69643{txt}{col 55}Centered R2   = {res}  0.0224
{txt}Total (uncentered) SS   = {res}       34723{txt}{col 55}Uncentered R2 = {res}  0.3727
{txt}Residual SS             = {res} 21782.14207{txt}{col 55}Root MSE      = {res}   .4741

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0026098{col 33}{space 2} .0019182{col 44}{space 1}   -1.36{col 53}{space 3}0.174{col 61}{space 4}-.0063695{col 74}{space 3} .0011499
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0082046{col 33}{space 2} .0042607{col 44}{space 1}   -1.93{col 53}{space 3}0.054{col 61}{space 4}-.0165554{col 74}{space 3} .0001462
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0197012{col 33}{space 2} .0142789{col 44}{space 1}   -1.38{col 53}{space 3}0.168{col 61}{space 4}-.0476874{col 74}{space 3}  .008285
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0001399{col 33}{space 2}  .006366{col 44}{space 1}   -0.02{col 53}{space 3}0.982{col 61}{space 4} -.012617{col 74}{space 3} .0123372
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0010729{col 33}{space 2} .0044774{col 44}{space 1}    0.24{col 53}{space 3}0.811{col 61}{space 4}-.0077026{col 74}{space 3} .0098485
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0181858{col 33}{space 2} .0035522{col 44}{space 1}    5.12{col 53}{space 3}0.000{col 61}{space 4} .0112237{col 74}{space 3} .0251479
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008615{col 33}{space 2} .0001487{col 44}{space 1}    5.79{col 53}{space 3}0.000{col 61}{space 4} .0005701{col 74}{space 3} .0011529
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-5.75e-07{col 33}{space 2} 1.66e-06{col 44}{space 1}   -0.35{col 53}{space 3}0.729{col 61}{space 4}-3.84e-06{col 74}{space 3} 2.68e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0008613{col 33}{space 2}  .000637{col 44}{space 1}   -1.35{col 53}{space 3}0.176{col 61}{space 4}-.0021097{col 74}{space 3} .0003872
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-5.82e-06{col 33}{space 2} 5.59e-06{col 44}{space 1}   -1.04{col 53}{space 3}0.298{col 61}{space 4}-.0000168{col 74}{space 3} 5.14e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .3973469{col 33}{space 2} .2223677{col 44}{space 1}    1.79{col 53}{space 3}0.074{col 61}{space 4}-.0384858{col 74}{space 3} .8331795
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   3.355
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0670
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1371.872
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.094
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_15y dif_total_coal50_450_15y
{hline 78}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   14.62
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21948.44477{txt}{col 55}Centered R2   = {res}  0.0058
{txt}Total (uncentered) SS   = {res} 21948.44477{txt}{col 55}Uncentered R2 = {res}  0.0058
{txt}Residual SS             = {res}  21821.1525{txt}{col 55}Root MSE      = {res}   .4745

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0033306{col 33}{space 2} .0025064{col 44}{space 1}   -1.33{col 53}{space 3}0.185{col 61}{space 4}-.0082614{col 74}{space 3} .0016002
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0093261{col 33}{space 2} .0052573{col 44}{space 1}   -1.77{col 53}{space 3}0.077{col 61}{space 4}-.0196684{col 74}{space 3} .0010162
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.024805{col 33}{space 2} .0181788{col 44}{space 1}   -1.36{col 53}{space 3}0.173{col 61}{space 4} -.060567{col 74}{space 3} .0109571
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0022204{col 33}{space 2} .0078409{col 44}{space 1}   -0.28{col 53}{space 3}0.777{col 61}{space 4}-.0176453{col 74}{space 3} .0132045
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0008215{col 33}{space 2} .0045395{col 44}{space 1}    0.18{col 53}{space 3}0.857{col 61}{space 4}-.0081088{col 74}{space 3} .0097519
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}  .002145{col 33}{space 2} .0163106{col 44}{space 1}    0.13{col 53}{space 3}0.895{col 61}{space 4} -.029942{col 74}{space 3} .0342319
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008665{col 33}{space 2} .0001597{col 44}{space 1}    5.42{col 53}{space 3}0.000{col 61}{space 4} .0005523{col 74}{space 3} .0011807
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-2.60e-07{col 33}{space 2} 1.91e-06{col 44}{space 1}   -0.14{col 53}{space 3}0.892{col 61}{space 4}-4.02e-06{col 74}{space 3} 3.50e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0009995{col 33}{space 2}  .000727{col 44}{space 1}   -1.37{col 53}{space 3}0.170{col 61}{space 4}-.0024297{col 74}{space 3} .0004306
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.41e-06{col 33}{space 2} 6.81e-06{col 44}{space 1}   -1.09{col 53}{space 3}0.278{col 61}{space 4}-.0000208{col 74}{space 3} 5.99e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.347
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1255
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 941.633
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.829
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_15y dif_total_coal50_450_15y
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   14.02
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res}  0.0053
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res}  0.0053
{txt}Residual SS             = {res} 21709.66989{txt}{col 55}Root MSE      = {res}   .4734

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0034611{col 33}{space 2} .0025307{col 44}{space 1}   -1.37{col 53}{space 3}0.172{col 61}{space 4}-.0084396{col 74}{space 3} .0015174
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0095731{col 33}{space 2} .0053702{col 44}{space 1}   -1.78{col 53}{space 3}0.076{col 61}{space 4}-.0201377{col 74}{space 3} .0009915
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0257313{col 33}{space 2} .0184249{col 44}{space 1}   -1.40{col 53}{space 3}0.163{col 61}{space 4}-.0619775{col 74}{space 3} .0105149
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} -.002459{col 33}{space 2} .0079214{col 44}{space 1}   -0.31{col 53}{space 3}0.756{col 61}{space 4}-.0180423{col 74}{space 3} .0131244
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0008185{col 33}{space 2} .0046133{col 44}{space 1}    0.18{col 53}{space 3}0.859{col 61}{space 4}-.0082571{col 74}{space 3} .0098941
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0019444{col 33}{space 2} .0165051{col 44}{space 1}    0.12{col 53}{space 3}0.906{col 61}{space 4}-.0305251{col 74}{space 3} .0344139
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008586{col 33}{space 2} .0001624{col 44}{space 1}    5.29{col 53}{space 3}0.000{col 61}{space 4} .0005392{col 74}{space 3}  .001178
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-3.14e-07{col 33}{space 2} 1.94e-06{col 44}{space 1}   -0.16{col 53}{space 3}0.872{col 61}{space 4}-4.13e-06{col 74}{space 3} 3.50e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010122{col 33}{space 2} .0007175{col 44}{space 1}   -1.41{col 53}{space 3}0.159{col 61}{space 4}-.0024236{col 74}{space 3} .0003992
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.88e-06{col 33}{space 2} 6.96e-06{col 44}{space 1}   -1.13{col 53}{space 3}0.258{col 61}{space 4}-.0000216{col 74}{space 3} 5.80e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.355
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1249
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 943.754
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.831
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_15y dif_total_coal50_450_15y
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   13.34
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21801.31733{txt}{col 55}Centered R2   = {res}  0.0044
{txt}Total (uncentered) SS   = {res} 21801.31733{txt}{col 55}Uncentered R2 = {res}  0.0044
{txt}Residual SS             = {res} 21704.76649{txt}{col 55}Root MSE      = {res}   .4735

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0036305{col 33}{space 2} .0025831{col 44}{space 1}   -1.41{col 53}{space 3}0.161{col 61}{space 4}-.0087121{col 74}{space 3} .0014511
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0100472{col 33}{space 2} .0054892{col 44}{space 1}   -1.83{col 53}{space 3}0.068{col 61}{space 4}-.0208459{col 74}{space 3} .0007515
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0270662{col 33}{space 2} .0186181{col 44}{space 1}   -1.45{col 53}{space 3}0.147{col 61}{space 4}-.0636926{col 74}{space 3} .0095602
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0031687{col 33}{space 2} .0080549{col 44}{space 1}   -0.39{col 53}{space 3}0.694{col 61}{space 4}-.0190146{col 74}{space 3} .0126773
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0006024{col 33}{space 2} .0047982{col 44}{space 1}    0.13{col 53}{space 3}0.900{col 61}{space 4}-.0088368{col 74}{space 3} .0100415
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0010388{col 33}{space 2} .0169317{col 44}{space 1}    0.06{col 53}{space 3}0.951{col 61}{space 4}-.0322701{col 74}{space 3} .0343476
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008581{col 33}{space 2} .0001654{col 44}{space 1}    5.19{col 53}{space 3}0.000{col 61}{space 4} .0005328{col 74}{space 3} .0011835
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-1.40e-07{col 33}{space 2} 1.97e-06{col 44}{space 1}   -0.07{col 53}{space 3}0.943{col 61}{space 4}-4.02e-06{col 74}{space 3} 3.74e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.001037{col 33}{space 2} .0007313{col 44}{space 1}   -1.42{col 53}{space 3}0.157{col 61}{space 4}-.0024756{col 74}{space 3} .0004016
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.45e-06{col 33}{space 2} 7.10e-06{col 44}{space 1}   -1.19{col 53}{space 3}0.235{col 61}{space 4}-.0000224{col 74}{space 3} 5.52e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.363
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1242
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 942.489
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.834
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_15y dif_total_coal50_450_15y
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   15.54
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22281.69643{txt}{col 55}Centered R2   = {res}  0.0102
{txt}Total (uncentered) SS   = {res}       34723{txt}{col 55}Uncentered R2 = {res}  0.3648
{txt}Residual SS             = {res} 22055.24806{txt}{col 55}Root MSE      = {res}   .4771

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0055829{col 33}{space 2} .0027552{col 44}{space 1}   -2.03{col 53}{space 3}0.043{col 61}{space 4} -.010983{col 74}{space 3}-.0001828
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0132119{col 33}{space 2} .0052825{col 44}{space 1}   -2.50{col 53}{space 3}0.012{col 61}{space 4}-.0235653{col 74}{space 3}-.0028585
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0425223{col 33}{space 2} .0190422{col 44}{space 1}   -2.23{col 53}{space 3}0.026{col 61}{space 4}-.0798444{col 74}{space 3}-.0052002
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0092782{col 33}{space 2} .0092491{col 44}{space 1}   -1.00{col 53}{space 3}0.316{col 61}{space 4}-.0274062{col 74}{space 3} .0088497
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0018547{col 33}{space 2} .0062144{col 44}{space 1}   -0.30{col 53}{space 3}0.765{col 61}{space 4}-.0140346{col 74}{space 3} .0103253
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0153867{col 33}{space 2} .0039752{col 44}{space 1}    3.87{col 53}{space 3}0.000{col 61}{space 4} .0075954{col 74}{space 3} .0231779
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0009816{col 33}{space 2} .0002139{col 44}{space 1}    4.59{col 53}{space 3}0.000{col 61}{space 4} .0005625{col 74}{space 3} .0014007
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 8.33e-07{col 33}{space 2} 2.01e-06{col 44}{space 1}    0.41{col 53}{space 3}0.679{col 61}{space 4}-3.11e-06{col 74}{space 3} 4.78e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0014754{col 33}{space 2} .0008486{col 44}{space 1}   -1.74{col 53}{space 3}0.082{col 61}{space 4}-.0031387{col 74}{space 3} .0001879
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000121{col 33}{space 2} 6.99e-06{col 44}{space 1}   -1.73{col 53}{space 3}0.084{col 61}{space 4}-.0000258{col 74}{space 3} 1.63e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .7391691{col 33}{space 2} .3111416{col 44}{space 1}    2.38{col 53}{space 3}0.018{col 61}{space 4} .1293427{col 74}{space 3} 1.348995
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   3.663
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0556
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1119.606
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.736
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_20y dif_total_coal50_450_20y
{hline 78}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}    6.13
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21948.44477{txt}{col 55}Centered R2   = {res} -0.0165
{txt}Total (uncentered) SS   = {res} 21948.44477{txt}{col 55}Uncentered R2 = {res} -0.0165
{txt}Residual SS             = {res} 22310.89652{txt}{col 55}Root MSE      = {res}   .4798

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0075241{col 33}{space 2} .0045958{col 44}{space 1}   -1.64{col 53}{space 3}0.103{col 61}{space 4}-.0165652{col 74}{space 3} .0015171
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0161798{col 33}{space 2} .0082814{col 44}{space 1}   -1.95{col 53}{space 3}0.052{col 61}{space 4}-.0324714{col 74}{space 3} .0001117
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0564514{col 33}{space 2} .0324048{col 44}{space 1}   -1.74{col 53}{space 3}0.082{col 61}{space 4}-.1201996{col 74}{space 3} .0072968
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0149267{col 33}{space 2} .0140794{col 44}{space 1}   -1.06{col 53}{space 3}0.290{col 61}{space 4}-.0426244{col 74}{space 3}  .012771
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0025848{col 33}{space 2} .0066512{col 44}{space 1}   -0.39{col 53}{space 3}0.698{col 61}{space 4}-.0156694{col 74}{space 3} .0104998
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} -.023201{col 33}{space 2} .0309194{col 44}{space 1}   -0.75{col 53}{space 3}0.454{col 61}{space 4} -.084027{col 74}{space 3}  .037625
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0010037{col 33}{space 2} .0002716{col 44}{space 1}    3.70{col 53}{space 3}0.000{col 61}{space 4} .0004694{col 74}{space 3}  .001538
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.66e-06{col 33}{space 2} 2.92e-06{col 44}{space 1}    0.57{col 53}{space 3}0.570{col 61}{space 4}-4.09e-06{col 74}{space 3} 7.41e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0018482{col 33}{space 2} .0012185{col 44}{space 1}   -1.52{col 53}{space 3}0.130{col 61}{space 4}-.0042453{col 74}{space 3} .0005488
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000163{col 33}{space 2} .0000111{col 44}{space 1}   -1.46{col 53}{space 3}0.144{col 61}{space 4}-.0000381{col 74}{space 3} 5.58e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.162
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1415
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 668.479
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.110
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_20y dif_total_coal50_450_20y
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}    5.84
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res} -0.0188
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res} -0.0188
{txt}Residual SS             = {res} 22235.99231{txt}{col 55}Root MSE      = {res}   .4791

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0077788{col 33}{space 2}  .004724{col 44}{space 1}   -1.65{col 53}{space 3}0.101{col 61}{space 4} -.017072{col 74}{space 3} .0015145
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0166629{col 33}{space 2} .0085206{col 44}{space 1}   -1.96{col 53}{space 3}0.051{col 61}{space 4} -.033425{col 74}{space 3} .0000992
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0582913{col 33}{space 2} .0333113{col 44}{space 1}   -1.75{col 53}{space 3}0.081{col 61}{space 4}-.1238228{col 74}{space 3} .0072402
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0155568{col 33}{space 2} .0145044{col 44}{space 1}   -1.07{col 53}{space 3}0.284{col 61}{space 4}-.0440905{col 74}{space 3} .0129769
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0027178{col 33}{space 2} .0068337{col 44}{space 1}   -0.40{col 53}{space 3}0.691{col 61}{space 4}-.0161614{col 74}{space 3} .0107258
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0241451{col 33}{space 2} .0317848{col 44}{space 1}   -0.76{col 53}{space 3}0.448{col 61}{space 4}-.0866736{col 74}{space 3} .0383834
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0010005{col 33}{space 2} .0002794{col 44}{space 1}    3.58{col 53}{space 3}0.000{col 61}{space 4} .0004508{col 74}{space 3} .0015501
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.68e-06{col 33}{space 2} 3.00e-06{col 44}{space 1}    0.56{col 53}{space 3}0.575{col 61}{space 4}-4.22e-06{col 74}{space 3} 7.58e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0018855{col 33}{space 2} .0012356{col 44}{space 1}   -1.53{col 53}{space 3}0.128{col 61}{space 4}-.0043163{col 74}{space 3} .0005453
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} -.000017{col 33}{space 2} .0000114{col 44}{space 1}   -1.49{col 53}{space 3}0.137{col 61}{space 4}-.0000395{col 74}{space 3} 5.45e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.166
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1411
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 668.829
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.111
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_20y dif_total_coal50_450_20y
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}    5.56
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21801.31733{txt}{col 55}Centered R2   = {res} -0.0204
{txt}Total (uncentered) SS   = {res} 21801.31733{txt}{col 55}Uncentered R2 = {res} -0.0204
{txt}Residual SS             = {res} 22246.29751{txt}{col 55}Root MSE      = {res}   .4793

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0079216{col 33}{space 2} .0048059{col 44}{space 1}   -1.65{col 53}{space 3}0.100{col 61}{space 4}-.0173761{col 74}{space 3} .0015328
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0170458{col 33}{space 2} .0086818{col 44}{space 1}   -1.96{col 53}{space 3}0.050{col 61}{space 4} -.034125{col 74}{space 3} .0000334
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0594556{col 33}{space 2} .0340406{col 44}{space 1}   -1.75{col 53}{space 3}0.082{col 61}{space 4}-.1264219{col 74}{space 3} .0075107
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0161911{col 33}{space 2} .0146598{col 44}{space 1}   -1.10{col 53}{space 3}0.270{col 61}{space 4}-.0450304{col 74}{space 3} .0126483
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0028632{col 33}{space 2} .0069564{col 44}{space 1}   -0.41{col 53}{space 3}0.681{col 61}{space 4}-.0165482{col 74}{space 3} .0108219
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0248718{col 33}{space 2} .0323966{col 44}{space 1}   -0.77{col 53}{space 3}0.443{col 61}{space 4}-.0886039{col 74}{space 3} .0388603
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0010001{col 33}{space 2} .0002842{col 44}{space 1}    3.52{col 53}{space 3}0.000{col 61}{space 4}  .000441{col 74}{space 3} .0015592
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.83e-06{col 33}{space 2} 3.06e-06{col 44}{space 1}    0.60{col 53}{space 3}0.550{col 61}{space 4}-4.19e-06{col 74}{space 3} 7.85e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0019037{col 33}{space 2} .0012584{col 44}{space 1}   -1.51{col 53}{space 3}0.131{col 61}{space 4}-.0043792{col 74}{space 3} .0005718
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000175{col 33}{space 2} .0000117{col 44}{space 1}   -1.50{col 53}{space 3}0.135{col 61}{space 4}-.0000404{col 74}{space 3} 5.49e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.175
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1403
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 668.506
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.114
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_20y dif_total_coal50_450_20y
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   20.30
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22281.69643{txt}{col 55}Centered R2   = {res}  0.0143
{txt}Total (uncentered) SS   = {res}       34723{txt}{col 55}Uncentered R2 = {res}  0.3675
{txt}Residual SS             = {res} 21962.94515{txt}{col 55}Root MSE      = {res}   .4761

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0046813{col 33}{space 2} .0031607{col 44}{space 1}   -1.48{col 53}{space 3}0.139{col 61}{space 4}-.0108761{col 74}{space 3} .0015134
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0122082{col 33}{space 2} .0055634{col 44}{space 1}   -2.19{col 53}{space 3}0.028{col 61}{space 4}-.0231122{col 74}{space 3}-.0013042
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0352362{col 33}{space 2} .0252168{col 44}{space 1}   -1.40{col 53}{space 3}0.162{col 61}{space 4}-.0846602{col 74}{space 3} .0141878
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0064727{col 33}{space 2} .0096695{col 44}{space 1}   -0.67{col 53}{space 3}0.503{col 61}{space 4}-.0254246{col 74}{space 3} .0124792
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0015037{col 33}{space 2} .0058029{col 44}{space 1}   -0.26{col 53}{space 3}0.796{col 61}{space 4}-.0128772{col 74}{space 3} .0098697
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0159706{col 33}{space 2} .0045019{col 44}{space 1}    3.55{col 53}{space 3}0.000{col 61}{space 4}  .007147{col 74}{space 3} .0247943
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0009362{col 33}{space 2} .0002226{col 44}{space 1}    4.21{col 53}{space 3}0.000{col 61}{space 4} .0004999{col 74}{space 3} .0013724
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 5.72e-07{col 33}{space 2} 2.16e-06{col 44}{space 1}    0.27{col 53}{space 3}0.791{col 61}{space 4}-3.65e-06{col 74}{space 3} 4.80e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0013067{col 33}{space 2} .0009473{col 44}{space 1}   -1.38{col 53}{space 3}0.168{col 61}{space 4}-.0031633{col 74}{space 3} .0005499
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000105{col 33}{space 2} 7.76e-06{col 44}{space 1}   -1.36{col 53}{space 3}0.174{col 61}{space 4}-.0000257{col 74}{space 3} 4.67e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .6341014{col 33}{space 2}  .367592{col 44}{space 1}    1.73{col 53}{space 3}0.085{col 61}{space 4}-.0863656{col 74}{space 3} 1.354568
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.419
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1199
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 601.830
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.714
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_25y dif_total_coal50_450_25y
{hline 78}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}    9.24
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21948.44477{txt}{col 55}Centered R2   = {res} -0.0039
{txt}Total (uncentered) SS   = {res} 21948.44477{txt}{col 55}Uncentered R2 = {res} -0.0039
{txt}Residual SS             = {res}  22034.9229{txt}{col 55}Root MSE      = {res}   .4769

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0055023{col 33}{space 2} .0038578{col 44}{space 1}   -1.43{col 53}{space 3}0.155{col 61}{space 4}-.0130916{col 74}{space 3}  .002087
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0132498{col 33}{space 2} .0064427{col 44}{space 1}   -2.06{col 53}{space 3}0.041{col 61}{space 4}-.0259242{col 74}{space 3}-.0005754
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0409333{col 33}{space 2}  .030046{col 44}{space 1}   -1.36{col 53}{space 3}0.174{col 61}{space 4}-.1000411{col 74}{space 3} .0181745
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0087772{col 33}{space 2} .0114767{col 44}{space 1}   -0.76{col 53}{space 3}0.445{col 61}{space 4}-.0313546{col 74}{space 3} .0138002
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0013367{col 33}{space 2} .0052232{col 44}{space 1}   -0.26{col 53}{space 3}0.798{col 61}{space 4}-.0116121{col 74}{space 3} .0089387
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0110131{col 33}{space 2} .0255818{col 44}{space 1}   -0.43{col 53}{space 3}0.667{col 61}{space 4}-.0613388{col 74}{space 3} .0393126
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0009313{col 33}{space 2} .0002364{col 44}{space 1}    3.94{col 53}{space 3}0.000{col 61}{space 4} .0004663{col 74}{space 3} .0013963
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 8.57e-07{col 33}{space 2} 2.43e-06{col 44}{space 1}    0.35{col 53}{space 3}0.725{col 61}{space 4}-3.92e-06{col 74}{space 3} 5.64e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0014519{col 33}{space 2} .0010825{col 44}{space 1}   -1.34{col 53}{space 3}0.181{col 61}{space 4}-.0035814{col 74}{space 3} .0006776
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000123{col 33}{space 2} 9.18e-06{col 44}{space 1}   -1.34{col 53}{space 3}0.183{col 61}{space 4}-.0000303{col 74}{space 3} 5.80e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.636
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.2008
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 466.982
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.341
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_25y dif_total_coal50_450_25y
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}    8.93
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res} -0.0048
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res} -0.0048
{txt}Residual SS             = {res} 21931.04035{txt}{col 55}Root MSE      = {res}   .4758

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0056406{col 33}{space 2} .0039124{col 44}{space 1}   -1.44{col 53}{space 3}0.150{col 61}{space 4}-.0133373{col 74}{space 3} .0020561
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0134795{col 33}{space 2} .0065526{col 44}{space 1}   -2.06{col 53}{space 3}0.040{col 61}{space 4}-.0263701{col 74}{space 3} -.000589
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0419448{col 33}{space 2} .0305942{col 44}{space 1}   -1.37{col 53}{space 3}0.171{col 61}{space 4}-.1021311{col 74}{space 3} .0182416
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0090513{col 33}{space 2} .0116537{col 44}{space 1}   -0.78{col 53}{space 3}0.438{col 61}{space 4}-.0319769{col 74}{space 3} .0138743
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0013111{col 33}{space 2} .0052641{col 44}{space 1}   -0.25{col 53}{space 3}0.803{col 61}{space 4} -.011667{col 74}{space 3} .0090448
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0112563{col 33}{space 2} .0259192{col 44}{space 1}   -0.43{col 53}{space 3}0.664{col 61}{space 4}-.0622458{col 74}{space 3} .0397333
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0009248{col 33}{space 2}  .000241{col 44}{space 1}    3.84{col 53}{space 3}0.000{col 61}{space 4} .0004507{col 74}{space 3} .0013989
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 7.99e-07{col 33}{space 2} 2.48e-06{col 44}{space 1}    0.32{col 53}{space 3}0.747{col 61}{space 4}-4.07e-06{col 74}{space 3} 5.67e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0014641{col 33}{space 2} .0010841{col 44}{space 1}   -1.35{col 53}{space 3}0.178{col 61}{space 4}-.0035969{col 74}{space 3} .0006686
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000127{col 33}{space 2} 9.37e-06{col 44}{space 1}   -1.36{col 53}{space 3}0.176{col 61}{space 4}-.0000312{col 74}{space 3} 5.72e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.636
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.2009
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 465.178
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.337
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_25y dif_total_coal50_450_25y
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}    8.53
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21801.31733{txt}{col 55}Centered R2   = {res} -0.0059
{txt}Total (uncentered) SS   = {res} 21801.31733{txt}{col 55}Uncentered R2 = {res} -0.0059
{txt}Residual SS             = {res} 21929.67513{txt}{col 55}Root MSE      = {res}   .4759

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}  -.00577{col 33}{space 2} .0039781{col 44}{space 1}   -1.45{col 53}{space 3}0.148{col 61}{space 4}-.0135959{col 74}{space 3} .0020558
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0137958{col 33}{space 2} .0066462{col 44}{space 1}   -2.08{col 53}{space 3}0.039{col 61}{space 4}-.0268704{col 74}{space 3}-.0007212
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0430394{col 33}{space 2} .0309623{col 44}{space 1}   -1.39{col 53}{space 3}0.165{col 61}{space 4}-.1039499{col 74}{space 3} .0178712
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0096464{col 33}{space 2} .0118741{col 44}{space 1}   -0.81{col 53}{space 3}0.417{col 61}{space 4}-.0330056{col 74}{space 3} .0137129
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0013981{col 33}{space 2} .0053968{col 44}{space 1}   -0.26{col 53}{space 3}0.796{col 61}{space 4} -.012015{col 74}{space 3} .0092187
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0119043{col 33}{space 2} .0263739{col 44}{space 1}   -0.45{col 53}{space 3}0.652{col 61}{space 4}-.0637882{col 74}{space 3} .0399796
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0009246{col 33}{space 2} .0002447{col 44}{space 1}    3.78{col 53}{space 3}0.000{col 61}{space 4} .0004432{col 74}{space 3}  .001406
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 9.25e-07{col 33}{space 2} 2.50e-06{col 44}{space 1}    0.37{col 53}{space 3}0.712{col 61}{space 4}-4.00e-06{col 74}{space 3} 5.85e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0014779{col 33}{space 2} .0011042{col 44}{space 1}   -1.34{col 53}{space 3}0.182{col 61}{space 4}-.0036502{col 74}{space 3} .0006944
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000131{col 33}{space 2} 9.49e-06{col 44}{space 1}   -1.38{col 53}{space 3}0.167{col 61}{space 4}-.0000318{col 74}{space 3} 5.53e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.637
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.2007
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 462.936
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.334
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450_25y dif_total_coal50_450_25y
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A13
. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol if des_prov!=14,noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   317{txt}{col 55}Number of obs = {res}   94137
{txt}{col 55}F( 10,   316) = {res}   24.83
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21619.55068{txt}{col 55}Centered R2   = {res}  0.0214
{txt}Total (uncentered) SS   = {res}       33643{txt}{col 55}Uncentered R2 = {res}  0.3711
{txt}Residual SS             = {res} 21157.84394{txt}{col 55}Root MSE      = {res}   .4741

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0034158{col 33}{space 2} .0023685{col 44}{space 1}   -1.44{col 53}{space 3}0.149{col 61}{space 4} -.008058{col 74}{space 3} .0012265
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0090506{col 33}{space 2} .0047444{col 44}{space 1}   -1.91{col 53}{space 3}0.056{col 61}{space 4}-.0183494{col 74}{space 3} .0002483
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0262388{col 33}{space 2} .0179033{col 44}{space 1}   -1.47{col 53}{space 3}0.143{col 61}{space 4}-.0613287{col 74}{space 3}  .008851
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0026016{col 33}{space 2} .0084998{col 44}{space 1}   -0.31{col 53}{space 3}0.760{col 61}{space 4} -.019261{col 74}{space 3} .0140578
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0008813{col 33}{space 2} .0058142{col 44}{space 1}    0.15{col 53}{space 3}0.880{col 61}{space 4}-.0105143{col 74}{space 3} .0122768
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0180547{col 33}{space 2} .0026452{col 44}{space 1}    6.83{col 53}{space 3}0.000{col 61}{space 4} .0128702{col 74}{space 3} .0232392
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0009036{col 33}{space 2} .0001538{col 44}{space 1}    5.87{col 53}{space 3}0.000{col 61}{space 4} .0006021{col 74}{space 3} .0012051
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-5.60e-07{col 33}{space 2} 1.72e-06{col 44}{space 1}   -0.33{col 53}{space 3}0.744{col 61}{space 4}-3.93e-06{col 74}{space 3} 2.81e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010968{col 33}{space 2} .0006719{col 44}{space 1}   -1.63{col 53}{space 3}0.103{col 61}{space 4}-.0024138{col 74}{space 3} .0002201
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.60e-06{col 33}{space 2} 5.65e-06{col 44}{space 1}   -1.17{col 53}{space 3}0.243{col 61}{space 4}-.0000177{col 74}{space 3} 4.48e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .4925096{col 33}{space 2}  .296964{col 44}{space 1}    1.66{col 53}{space 3}0.097{col 61}{space 4} -.089529{col 74}{space 3} 1.074548
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.334
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1266
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1048.695
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.961
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol if des_prov!=14,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   317{txt}{col 55}Number of obs = {res}   94137
{txt}{col 55}F( 10,   316) = {res}   15.24
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21290.29905{txt}{col 55}Centered R2   = {res}  0.0061
{txt}Total (uncentered) SS   = {res} 21290.29905{txt}{col 55}Uncentered R2 = {res}  0.0061
{txt}Residual SS             = {res} 21159.40859{txt}{col 55}Root MSE      = {res}   .4741

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0035886{col 33}{space 2} .0025565{col 44}{space 1}   -1.40{col 53}{space 3}0.161{col 61}{space 4}-.0086186{col 74}{space 3} .0014413
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0088454{col 33}{space 2}  .004482{col 44}{space 1}   -1.97{col 53}{space 3}0.049{col 61}{space 4}-.0176637{col 74}{space 3}-.0000271
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.027477{col 33}{space 2}  .019107{col 44}{space 1}   -1.44{col 53}{space 3}0.151{col 61}{space 4}-.0650701{col 74}{space 3} .0101161
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0030509{col 33}{space 2} .0089049{col 44}{space 1}   -0.34{col 53}{space 3}0.732{col 61}{space 4}-.0205712{col 74}{space 3} .0144694
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0014875{col 33}{space 2} .0052039{col 44}{space 1}    0.29{col 53}{space 3}0.775{col 61}{space 4}-.0087512{col 74}{space 3} .0117262
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0037946{col 33}{space 2} .0197065{col 44}{space 1}    0.19{col 53}{space 3}0.847{col 61}{space 4}-.0349779{col 74}{space 3} .0425671
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008898{col 33}{space 2} .0001495{col 44}{space 1}    5.95{col 53}{space 3}0.000{col 61}{space 4} .0005956{col 74}{space 3}  .001184
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-6.45e-07{col 33}{space 2} 1.65e-06{col 44}{space 1}   -0.39{col 53}{space 3}0.696{col 61}{space 4}-3.88e-06{col 74}{space 3} 2.59e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010954{col 33}{space 2} .0006667{col 44}{space 1}   -1.64{col 53}{space 3}0.101{col 61}{space 4} -.002407{col 74}{space 3} .0002163
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.65e-06{col 33}{space 2} 5.67e-06{col 44}{space 1}   -1.17{col 53}{space 3}0.241{col 61}{space 4}-.0000178{col 74}{space 3} 4.50e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.440
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1182
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1069.349
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.166
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol if des_prov!=14,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   317{txt}{col 55}Number of obs = {res}   94137
{txt}{col 55}F( 10,   316) = {res}   14.96
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res}  21173.6842{txt}{col 55}Centered R2   = {res}  0.0060
{txt}Total (uncentered) SS   = {res}  21173.6842{txt}{col 55}Uncentered R2 = {res}  0.0060
{txt}Residual SS             = {res} 21046.48728{txt}{col 55}Root MSE      = {res}    .473

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0036157{col 33}{space 2} .0025988{col 44}{space 1}   -1.39{col 53}{space 3}0.165{col 61}{space 4}-.0087289{col 74}{space 3} .0014975
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0088222{col 33}{space 2}   .00453{col 44}{space 1}   -1.95{col 53}{space 3}0.052{col 61}{space 4} -.017735{col 74}{space 3} .0000906
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0276783{col 33}{space 2} .0192576{col 44}{space 1}   -1.44{col 53}{space 3}0.152{col 61}{space 4}-.0655676{col 74}{space 3}  .010211
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0029844{col 33}{space 2} .0090422{col 44}{space 1}   -0.33{col 53}{space 3}0.742{col 61}{space 4} -.020775{col 74}{space 3} .0148061
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0016579{col 33}{space 2} .0052154{col 44}{space 1}    0.32{col 53}{space 3}0.751{col 61}{space 4}-.0086035{col 74}{space 3} .0119193
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0041213{col 33}{space 2} .0200343{col 44}{space 1}    0.21{col 53}{space 3}0.837{col 61}{space 4}-.0352962{col 74}{space 3} .0435387
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008803{col 33}{space 2} .0001507{col 44}{space 1}    5.84{col 53}{space 3}0.000{col 61}{space 4} .0005839{col 74}{space 3} .0011767
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-7.57e-07{col 33}{space 2} 1.66e-06{col 44}{space 1}   -0.46{col 53}{space 3}0.648{col 61}{space 4}-4.02e-06{col 74}{space 3} 2.50e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010831{col 33}{space 2}  .000667{col 44}{space 1}   -1.62{col 53}{space 3}0.105{col 61}{space 4}-.0023955{col 74}{space 3} .0002292
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.87e-06{col 33}{space 2} 5.67e-06{col 44}{space 1}   -1.21{col 53}{space 3}0.226{col 61}{space 4} -.000018{col 74}{space 3} 4.28e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.442
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1182
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1067.947
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.166
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol if des_prov!=14,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   317{txt}{col 55}Number of obs = {res}   94137
{txt}{col 55}F( 10,   316) = {res}   15.61
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21150.53968{txt}{col 55}Centered R2   = {res}  0.0067
{txt}Total (uncentered) SS   = {res} 21150.53968{txt}{col 55}Uncentered R2 = {res}  0.0067
{txt}Residual SS             = {res} 21009.77564{txt}{col 55}Root MSE      = {res}   .4726

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0033599{col 33}{space 2} .0025068{col 44}{space 1}   -1.34{col 53}{space 3}0.181{col 61}{space 4}-.0082919{col 74}{space 3} .0015722
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0084044{col 33}{space 2}  .004387{col 44}{space 1}   -1.92{col 53}{space 3}0.056{col 61}{space 4}-.0170358{col 74}{space 3}  .000227
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0259412{col 33}{space 2} .0186403{col 44}{space 1}   -1.39{col 53}{space 3}0.165{col 61}{space 4} -.062616{col 74}{space 3} .0107335
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0024008{col 33}{space 2} .0087105{col 44}{space 1}   -0.28{col 53}{space 3}0.783{col 61}{space 4}-.0195387{col 74}{space 3} .0147372
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0020364{col 33}{space 2} .0051146{col 44}{space 1}    0.40{col 53}{space 3}0.691{col 61}{space 4}-.0080265{col 74}{space 3} .0120993
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0059005{col 33}{space 2} .0194707{col 44}{space 1}    0.30{col 53}{space 3}0.762{col 61}{space 4}-.0324081{col 74}{space 3} .0442092
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008736{col 33}{space 2} .0001473{col 44}{space 1}    5.93{col 53}{space 3}0.000{col 61}{space 4} .0005837{col 74}{space 3} .0011635
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-8.29e-07{col 33}{space 2} 1.63e-06{col 44}{space 1}   -0.51{col 53}{space 3}0.611{col 61}{space 4}-4.04e-06{col 74}{space 3} 2.38e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010261{col 33}{space 2} .0006515{col 44}{space 1}   -1.57{col 53}{space 3}0.116{col 61}{space 4} -.002308{col 74}{space 3} .0002557
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.49e-06{col 33}{space 2} 5.50e-06{col 44}{space 1}   -1.18{col 53}{space 3}0.239{col 61}{space 4}-.0000173{col 74}{space 3} 4.34e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.450
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1175
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1065.556
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.169
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A14
. merge m:1 des_city using "$workdata\elec"
{res}
{txt}{col 5}Result{col 33}Number of obs
{col 5}{hline 41}
{col 5}Not matched{col 30}{res}           2,962
{txt}{col 9}from master{col 30}{res}           2,929{txt}  (_merge==1)
{col 9}from using{col 30}{res}              33{txt}  (_merge==2)

{col 5}Matched{col 30}{res}          93,981{txt}  (_merge==3)
{col 5}{hline 41}

{com}. keep if _m == 3
{txt}(2,962 observations deleted)

{com}. drop _m
{txt}
{com}. 
. *Panel A
. g log_total_elec = log(total_elec)
{txt}(56 missing values generated)

{com}. g log_dif_total_elec = log(dif_total_elec)
{txt}(11,872 missing values generated)

{com}. g ihs_dif_total_elec = asinh(dif_total_elec)
{txt}(598 missing values generated)

{com}. g log_ind_elec = log(ind_elec)
{txt}(56 missing values generated)

{com}. g log_dif_ind_elec = log(dif_ind_elec)
{txt}(23,382 missing values generated)

{com}. g ihs_dif_ind_elec = asinh(dif_ind_elec)
{txt}(598 missing values generated)

{com}. 
. local control = "log_ind_elec ihs_dif_ind_elec"
{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol `control',noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   277{txt}{col 55}Number of obs = {res}   93383
{txt}{col 55}F( 12,   276) = {res}   27.29
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21480.87511{txt}{col 55}Centered R2   = {res}  0.0210
{txt}Total (uncentered) SS   = {res}       33495{txt}{col 55}Uncentered R2 = {res}  0.3721
{txt}Residual SS             = {res} 21030.14302{txt}{col 55}Root MSE      = {res}   .4746

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0036658{col 33}{space 2} .0031449{col 44}{space 1}   -1.17{col 53}{space 3}0.244{col 61}{space 4}-.0098297{col 74}{space 3} .0024981
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0099778{col 33}{space 2} .0053808{col 44}{space 1}   -1.85{col 53}{space 3}0.064{col 61}{space 4} -.020524{col 74}{space 3} .0005684
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0310196{col 33}{space 2} .0232496{col 44}{space 1}   -1.33{col 53}{space 3}0.182{col 61}{space 4}-.0765879{col 74}{space 3} .0145487
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0094248{col 33}{space 2} .0086375{col 44}{space 1}   -1.09{col 53}{space 3}0.275{col 61}{space 4} -.026354{col 74}{space 3} .0075043
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0052074{col 33}{space 2}   .00496{col 44}{space 1}   -1.05{col 53}{space 3}0.294{col 61}{space 4}-.0149289{col 74}{space 3}  .004514
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0124689{col 33}{space 2} .0025134{col 44}{space 1}    4.96{col 53}{space 3}0.000{col 61}{space 4} .0075427{col 74}{space 3} .0173951
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008521{col 33}{space 2} .0002142{col 44}{space 1}    3.98{col 53}{space 3}0.000{col 61}{space 4} .0004323{col 74}{space 3}  .001272
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 5.37e-07{col 33}{space 2} 2.07e-06{col 44}{space 1}    0.26{col 53}{space 3}0.796{col 61}{space 4}-3.53e-06{col 74}{space 3} 4.60e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0013085{col 33}{space 2} .0008349{col 44}{space 1}   -1.57{col 53}{space 3}0.117{col 61}{space 4}-.0029449{col 74}{space 3} .0003279
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.42e-06{col 33}{space 2} 7.72e-06{col 44}{space 1}   -0.96{col 53}{space 3}0.336{col 61}{space 4}-.0000225{col 74}{space 3} 7.71e-06
{txt}{space 7}log_ind_elec {c |}{col 21}{res}{space 2}-.0195432{col 33}{space 2} .0082011{col 44}{space 1}   -2.38{col 53}{space 3}0.017{col 61}{space 4} -.035617{col 74}{space 3}-.0034694
{txt}{space 3}ihs_dif_ind_elec {c |}{col 21}{res}{space 2} .0005075{col 33}{space 2} .0005357{col 44}{space 1}    0.95{col 53}{space 3}0.343{col 61}{space 4}-.0005424{col 74}{space 3} .0015574
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .8889765{col 33}{space 2} .2658491{col 44}{space 1}    3.34{col 53}{space 3}0.001{col 61}{space 4} .3679218{col 74}{space 3} 1.410031
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.975
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1599
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 785.218
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.635
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 log_ind_elec
{col 23}ihs_dif_ind_elec
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol `control',abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   277{txt}{col 55}Number of obs = {res}   93383
{txt}{col 55}F( 12,   276) = {res}   12.68
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21139.24121{txt}{col 55}Centered R2   = {res}  0.0046
{txt}Total (uncentered) SS   = {res} 21139.24121{txt}{col 55}Uncentered R2 = {res}  0.0046
{txt}Residual SS             = {res} 21042.53867{txt}{col 55}Root MSE      = {res}   .4747

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0039886{col 33}{space 2} .0036774{col 44}{space 1}   -1.08{col 53}{space 3}0.279{col 61}{space 4}-.0112279{col 74}{space 3} .0032506
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0099457{col 33}{space 2} .0053559{col 44}{space 1}   -1.86{col 53}{space 3}0.064{col 61}{space 4}-.0204894{col 74}{space 3} .0005979
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0333921{col 33}{space 2} .0270914{col 44}{space 1}   -1.23{col 53}{space 3}0.219{col 61}{space 4}-.0867242{col 74}{space 3}   .01994
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0105169{col 33}{space 2} .0103162{col 44}{space 1}   -1.02{col 53}{space 3}0.309{col 61}{space 4}-.0308254{col 74}{space 3} .0097916
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0050908{col 33}{space 2} .0046794{col 44}{space 1}   -1.09{col 53}{space 3}0.278{col 61}{space 4}-.0143027{col 74}{space 3} .0041211
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0013685{col 33}{space 2} .0240018{col 44}{space 1}   -0.06{col 53}{space 3}0.955{col 61}{space 4}-.0486184{col 74}{space 3} .0458814
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008359{col 33}{space 2} .0002001{col 44}{space 1}    4.18{col 53}{space 3}0.000{col 61}{space 4}  .000442{col 74}{space 3} .0012298
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 4.44e-07{col 33}{space 2} 1.97e-06{col 44}{space 1}    0.22{col 53}{space 3}0.822{col 61}{space 4}-3.44e-06{col 74}{space 3} 4.33e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.001335{col 33}{space 2} .0008838{col 44}{space 1}   -1.51{col 53}{space 3}0.132{col 61}{space 4}-.0030748{col 74}{space 3} .0004048
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.80e-06{col 33}{space 2} 8.28e-06{col 44}{space 1}   -0.94{col 53}{space 3}0.347{col 61}{space 4}-.0000241{col 74}{space 3} 8.50e-06
{txt}{space 7}log_ind_elec {c |}{col 21}{res}{space 2}-.0193722{col 33}{space 2} .0084811{col 44}{space 1}   -2.28{col 53}{space 3}0.023{col 61}{space 4}-.0360681{col 74}{space 3}-.0026764
{txt}{space 3}ihs_dif_ind_elec {c |}{col 21}{res}{space 2}  .000577{col 33}{space 2} .0005357{col 44}{space 1}    1.08{col 53}{space 3}0.282{col 61}{space 4}-.0004776{col 74}{space 3} .0016316
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.804
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1792
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 693.338
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.499
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 log_ind_elec
{col 23}ihs_dif_ind_elec
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol `control',abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   277{txt}{col 55}Number of obs = {res}   93383
{txt}{col 55}F( 12,   276) = {res}   12.55
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21019.74246{txt}{col 55}Centered R2   = {res}  0.0045
{txt}Total (uncentered) SS   = {res} 21019.74246{txt}{col 55}Uncentered R2 = {res}  0.0045
{txt}Residual SS             = {res} 20924.96923{txt}{col 55}Root MSE      = {res}   .4735

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0040157{col 33}{space 2} .0037455{col 44}{space 1}   -1.07{col 53}{space 3}0.285{col 61}{space 4}-.0113891{col 74}{space 3} .0033577
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0100039{col 33}{space 2} .0054265{col 44}{space 1}   -1.84{col 53}{space 3}0.066{col 61}{space 4}-.0206864{col 74}{space 3} .0006787
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0337613{col 33}{space 2} .0274578{col 44}{space 1}   -1.23{col 53}{space 3}0.220{col 61}{space 4}-.0878146{col 74}{space 3} .0202919
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0105844{col 33}{space 2} .0105228{col 44}{space 1}   -1.01{col 53}{space 3}0.315{col 61}{space 4}-.0312995{col 74}{space 3} .0101306
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0050919{col 33}{space 2} .0046846{col 44}{space 1}   -1.09{col 53}{space 3}0.278{col 61}{space 4} -.014314{col 74}{space 3} .0041303
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0011747{col 33}{space 2} .0244156{col 44}{space 1}   -0.05{col 53}{space 3}0.962{col 61}{space 4}-.0492391{col 74}{space 3} .0468898
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}  .000825{col 33}{space 2} .0002027{col 44}{space 1}    4.07{col 53}{space 3}0.000{col 61}{space 4}  .000426{col 74}{space 3}  .001224
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 3.30e-07{col 33}{space 2} 2.00e-06{col 44}{space 1}    0.17{col 53}{space 3}0.869{col 61}{space 4}-3.60e-06{col 74}{space 3} 4.26e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0013337{col 33}{space 2} .0008908{col 44}{space 1}   -1.50{col 53}{space 3}0.135{col 61}{space 4}-.0030872{col 74}{space 3} .0004199
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.00e-06{col 33}{space 2} 8.32e-06{col 44}{space 1}   -0.96{col 53}{space 3}0.337{col 61}{space 4}-.0000244{col 74}{space 3} 8.37e-06
{txt}{space 7}log_ind_elec {c |}{col 21}{res}{space 2}-.0198424{col 33}{space 2} .0085736{col 44}{space 1}   -2.31{col 53}{space 3}0.021{col 61}{space 4}-.0367203{col 74}{space 3}-.0029645
{txt}{space 3}ihs_dif_ind_elec {c |}{col 21}{res}{space 2} .0005721{col 33}{space 2} .0005379{col 44}{space 1}    1.06{col 53}{space 3}0.288{col 61}{space 4}-.0004868{col 74}{space 3}  .001631
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.808
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1788
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 693.796
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.503
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 log_ind_elec
{col 23}ihs_dif_ind_elec
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol `control',abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   277{txt}{col 55}Number of obs = {res}   93383
{txt}{col 55}F( 12,   276) = {res}   13.47
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20992.88563{txt}{col 55}Centered R2   = {res}  0.0056
{txt}Total (uncentered) SS   = {res} 20992.88563{txt}{col 55}Uncentered R2 = {res}  0.0056
{txt}Residual SS             = {res} 20875.38638{txt}{col 55}Root MSE      = {res}    .473

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0036855{col 33}{space 2} .0035977{col 44}{space 1}   -1.02{col 53}{space 3}0.307{col 61}{space 4}-.0107678{col 74}{space 3} .0033969
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2} -.009533{col 33}{space 2} .0052282{col 44}{space 1}   -1.82{col 53}{space 3}0.069{col 61}{space 4}-.0198253{col 74}{space 3} .0007592
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0315526{col 33}{space 2} .0264768{col 44}{space 1}   -1.19{col 53}{space 3}0.234{col 61}{space 4}-.0836746{col 74}{space 3} .0205695
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0100226{col 33}{space 2} .0100459{col 44}{space 1}   -1.00{col 53}{space 3}0.319{col 61}{space 4} -.029799{col 74}{space 3} .0097538
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0049363{col 33}{space 2} .0045393{col 44}{space 1}   -1.09{col 53}{space 3}0.278{col 61}{space 4}-.0138723{col 74}{space 3} .0039997
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0008583{col 33}{space 2} .0234701{col 44}{space 1}    0.04{col 53}{space 3}0.971{col 61}{space 4} -.045345{col 74}{space 3} .0470615
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}   .00081{col 33}{space 2} .0001967{col 44}{space 1}    4.12{col 53}{space 3}0.000{col 61}{space 4} .0004228{col 74}{space 3} .0011972
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 2.68e-07{col 33}{space 2} 1.94e-06{col 44}{space 1}    0.14{col 53}{space 3}0.890{col 61}{space 4}-3.55e-06{col 74}{space 3} 4.09e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.001263{col 33}{space 2} .0008671{col 44}{space 1}   -1.46{col 53}{space 3}0.146{col 61}{space 4}-.0029699{col 74}{space 3} .0004438
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-7.48e-06{col 33}{space 2} 8.02e-06{col 44}{space 1}   -0.93{col 53}{space 3}0.352{col 61}{space 4}-.0000233{col 74}{space 3} 8.32e-06
{txt}{space 7}log_ind_elec {c |}{col 21}{res}{space 2}-.0204553{col 33}{space 2} .0082897{col 44}{space 1}   -2.47{col 53}{space 3}0.014{col 61}{space 4}-.0367744{col 74}{space 3}-.0041363
{txt}{space 3}ihs_dif_ind_elec {c |}{col 21}{res}{space 2} .0006024{col 33}{space 2} .0005158{col 44}{space 1}    1.17{col 53}{space 3}0.244{col 61}{space 4} -.000413{col 74}{space 3} .0016178
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.811
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1783
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 691.405
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.503
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 log_ind_elec
{col 23}ihs_dif_ind_elec
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel B
. local control = "log_total_elec ihs_dif_total_elec"
{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol `control',noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   277{txt}{col 55}Number of obs = {res}   93383
{txt}{col 55}F( 12,   276) = {res}   30.16
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21480.87511{txt}{col 55}Centered R2   = {res}  0.0227
{txt}Total (uncentered) SS   = {res}       33495{txt}{col 55}Uncentered R2 = {res}  0.3733
{txt}Residual SS             = {res} 20992.84272{txt}{col 55}Root MSE      = {res}   .4741

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0032297{col 33}{space 2} .0030799{col 44}{space 1}   -1.05{col 53}{space 3}0.294{col 61}{space 4}-.0092662{col 74}{space 3} .0028069
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0092381{col 33}{space 2} .0052681{col 44}{space 1}   -1.75{col 53}{space 3}0.080{col 61}{space 4}-.0195634{col 74}{space 3} .0010872
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0288515{col 33}{space 2} .0226367{col 44}{space 1}   -1.27{col 53}{space 3}0.202{col 61}{space 4}-.0732185{col 74}{space 3} .0155156
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0076405{col 33}{space 2} .0082323{col 44}{space 1}   -0.93{col 53}{space 3}0.353{col 61}{space 4}-.0237756{col 74}{space 3} .0084946
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0038799{col 33}{space 2} .0046737{col 44}{space 1}   -0.83{col 53}{space 3}0.406{col 61}{space 4}-.0130401{col 74}{space 3} .0052803
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0105828{col 33}{space 2} .0026015{col 44}{space 1}    4.07{col 53}{space 3}0.000{col 61}{space 4} .0054841{col 74}{space 3} .0156816
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008829{col 33}{space 2} .0001978{col 44}{space 1}    4.46{col 53}{space 3}0.000{col 61}{space 4} .0004952{col 74}{space 3} .0012707
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 3.80e-07{col 33}{space 2} 2.03e-06{col 44}{space 1}    0.19{col 53}{space 3}0.852{col 61}{space 4}-3.60e-06{col 74}{space 3} 4.36e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0013133{col 33}{space 2} .0008017{col 44}{space 1}   -1.64{col 53}{space 3}0.101{col 61}{space 4}-.0028846{col 74}{space 3}  .000258
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.36e-06{col 33}{space 2} 7.62e-06{col 44}{space 1}   -0.83{col 53}{space 3}0.404{col 61}{space 4}-.0000213{col 74}{space 3} 8.58e-06
{txt}{space 5}log_total_elec {c |}{col 21}{res}{space 2} -.025135{col 33}{space 2} .0104073{col 44}{space 1}   -2.42{col 53}{space 3}0.016{col 61}{space 4}-.0455329{col 74}{space 3}-.0047372
{txt}{space 1}ihs_dif_total_elec {c |}{col 21}{res}{space 2}  .000374{col 33}{space 2} .0005483{col 44}{space 1}    0.68{col 53}{space 3}0.495{col 61}{space 4}-.0007007{col 74}{space 3} .0014487
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .9210581{col 33}{space 2} .2423006{col 44}{space 1}    3.80{col 53}{space 3}0.000{col 61}{space 4} .4461576{col 74}{space 3} 1.395959
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.818
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1776
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 725.979
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.458
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 log_total_elec
{col 23}ihs_dif_total_elec
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol `control',abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   277{txt}{col 55}Number of obs = {res}   93383
{txt}{col 55}F( 12,   276) = {res}   14.09
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21139.24121{txt}{col 55}Centered R2   = {res}  0.0066
{txt}Total (uncentered) SS   = {res} 21139.24121{txt}{col 55}Uncentered R2 = {res}  0.0066
{txt}Residual SS             = {res} 20999.90131{txt}{col 55}Root MSE      = {res}   .4742

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0034556{col 33}{space 2} .0035347{col 44}{space 1}   -0.98{col 53}{space 3}0.329{col 61}{space 4}-.0104139{col 74}{space 3} .0035027
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0091979{col 33}{space 2} .0051965{col 44}{space 1}   -1.77{col 53}{space 3}0.078{col 61}{space 4}-.0194278{col 74}{space 3} .0010319
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0305448{col 33}{space 2} .0260001{col 44}{space 1}   -1.17{col 53}{space 3}0.241{col 61}{space 4}-.0817286{col 74}{space 3} .0206389
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0082783{col 33}{space 2} .0094375{col 44}{space 1}   -0.88{col 53}{space 3}0.381{col 61}{space 4}-.0268569{col 74}{space 3} .0103002
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0036118{col 33}{space 2}  .004377{col 44}{space 1}   -0.83{col 53}{space 3}0.410{col 61}{space 4}-.0122283{col 74}{space 3} .0050046
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0000529{col 33}{space 2} .0223874{col 44}{space 1}   -0.00{col 53}{space 3}0.998{col 61}{space 4}-.0441246{col 74}{space 3} .0440188
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008727{col 33}{space 2} .0001863{col 44}{space 1}    4.69{col 53}{space 3}0.000{col 61}{space 4} .0005061{col 74}{space 3} .0012394
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 3.04e-07{col 33}{space 2} 1.92e-06{col 44}{space 1}    0.16{col 53}{space 3}0.874{col 61}{space 4}-3.47e-06{col 74}{space 3} 4.07e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0013384{col 33}{space 2} .0008511{col 44}{space 1}   -1.57{col 53}{space 3}0.117{col 61}{space 4} -.003014{col 74}{space 3} .0003371
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.61e-06{col 33}{space 2} 8.08e-06{col 44}{space 1}   -0.82{col 53}{space 3}0.414{col 61}{space 4}-.0000225{col 74}{space 3} 9.30e-06
{txt}{space 5}log_total_elec {c |}{col 21}{res}{space 2}-.0250531{col 33}{space 2} .0105829{col 44}{space 1}   -2.37{col 53}{space 3}0.019{col 61}{space 4}-.0458866{col 74}{space 3}-.0042196
{txt}{space 1}ihs_dif_total_elec {c |}{col 21}{res}{space 2} .0004225{col 33}{space 2} .0005516{col 44}{space 1}    0.77{col 53}{space 3}0.444{col 61}{space 4}-.0006633{col 74}{space 3} .0015083
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.691
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1935
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 654.624
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.373
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 log_total_elec
{col 23}ihs_dif_total_elec
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol `control',abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   277{txt}{col 55}Number of obs = {res}   93383
{txt}{col 55}F( 12,   276) = {res}   13.97
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21019.74246{txt}{col 55}Centered R2   = {res}  0.0066
{txt}Total (uncentered) SS   = {res} 21019.74246{txt}{col 55}Uncentered R2 = {res}  0.0066
{txt}Residual SS             = {res} 20881.27836{txt}{col 55}Root MSE      = {res}    .473

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0034803{col 33}{space 2} .0036007{col 44}{space 1}   -0.97{col 53}{space 3}0.335{col 61}{space 4}-.0105687{col 74}{space 3}  .003608
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0092495{col 33}{space 2} .0052665{col 44}{space 1}   -1.76{col 53}{space 3}0.080{col 61}{space 4}-.0196172{col 74}{space 3} .0011182
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0309214{col 33}{space 2} .0263674{col 44}{space 1}   -1.17{col 53}{space 3}0.242{col 61}{space 4}-.0828283{col 74}{space 3} .0209854
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0083885{col 33}{space 2} .0096305{col 44}{space 1}   -0.87{col 53}{space 3}0.384{col 61}{space 4}-.0273471{col 74}{space 3} .0105702
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0036816{col 33}{space 2} .0043829{col 44}{space 1}   -0.84{col 53}{space 3}0.402{col 61}{space 4}-.0123098{col 74}{space 3} .0049465
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0000876{col 33}{space 2} .0227979{col 44}{space 1}    0.00{col 53}{space 3}0.997{col 61}{space 4}-.0447923{col 74}{space 3} .0449674
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008604{col 33}{space 2} .0001887{col 44}{space 1}    4.56{col 53}{space 3}0.000{col 61}{space 4} .0004889{col 74}{space 3} .0012318
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.84e-07{col 33}{space 2} 1.94e-06{col 44}{space 1}    0.09{col 53}{space 3}0.924{col 61}{space 4}-3.64e-06{col 74}{space 3} 4.01e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0013369{col 33}{space 2} .0008573{col 44}{space 1}   -1.56{col 53}{space 3}0.120{col 61}{space 4}-.0030246{col 74}{space 3} .0003509
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.81e-06{col 33}{space 2} 8.12e-06{col 44}{space 1}   -0.84{col 53}{space 3}0.403{col 61}{space 4}-.0000228{col 74}{space 3} 9.18e-06
{txt}{space 5}log_total_elec {c |}{col 21}{res}{space 2}-.0257431{col 33}{space 2}  .010705{col 44}{space 1}   -2.40{col 53}{space 3}0.017{col 61}{space 4} -.046817{col 74}{space 3}-.0046691
{txt}{space 1}ihs_dif_total_elec {c |}{col 21}{res}{space 2} .0004417{col 33}{space 2} .0005504{col 44}{space 1}    0.80{col 53}{space 3}0.423{col 61}{space 4}-.0006418{col 74}{space 3} .0015252
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.694
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1930
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 655.239
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.377
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 log_total_elec
{col 23}ihs_dif_total_elec
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450) $citycontrol $weathercontrol `control',abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   277{txt}{col 55}Number of obs = {res}   93383
{txt}{col 55}F( 12,   276) = {res}   15.06
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20992.88563{txt}{col 55}Centered R2   = {res}  0.0075
{txt}Total (uncentered) SS   = {res} 20992.88563{txt}{col 55}Uncentered R2 = {res}  0.0075
{txt}Residual SS             = {res} 20834.83278{txt}{col 55}Root MSE      = {res}   .4726

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0031397{col 33}{space 2} .0034588{col 44}{space 1}   -0.91{col 53}{space 3}0.365{col 61}{space 4}-.0099486{col 74}{space 3} .0036692
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2} -.008763{col 33}{space 2} .0050685{col 44}{space 1}   -1.73{col 53}{space 3}0.085{col 61}{space 4}-.0187408{col 74}{space 3} .0012147
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0286383{col 33}{space 2} .0254044{col 44}{space 1}   -1.13{col 53}{space 3}0.261{col 61}{space 4}-.0786493{col 74}{space 3} .0213726
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0077002{col 33}{space 2} .0091767{col 44}{space 1}   -0.84{col 53}{space 3}0.402{col 61}{space 4}-.0257655{col 74}{space 3} .0103651
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0034014{col 33}{space 2} .0042439{col 44}{space 1}   -0.80{col 53}{space 3}0.424{col 61}{space 4}-.0117558{col 74}{space 3} .0049531
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0021655{col 33}{space 2} .0219106{col 44}{space 1}    0.10{col 53}{space 3}0.921{col 61}{space 4}-.0409677{col 74}{space 3} .0452986
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008479{col 33}{space 2} .0001828{col 44}{space 1}    4.64{col 53}{space 3}0.000{col 61}{space 4} .0004881{col 74}{space 3} .0012078
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.20e-07{col 33}{space 2} 1.89e-06{col 44}{space 1}    0.06{col 53}{space 3}0.949{col 61}{space 4}-3.59e-06{col 74}{space 3} 3.83e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0012673{col 33}{space 2} .0008342{col 44}{space 1}   -1.52{col 53}{space 3}0.130{col 61}{space 4}-.0029094{col 74}{space 3} .0003748
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-6.26e-06{col 33}{space 2} 7.83e-06{col 44}{space 1}   -0.80{col 53}{space 3}0.425{col 61}{space 4}-.0000217{col 74}{space 3} 9.15e-06
{txt}{space 5}log_total_elec {c |}{col 21}{res}{space 2}-.0263755{col 33}{space 2}  .010349{col 44}{space 1}   -2.55{col 53}{space 3}0.011{col 61}{space 4}-.0467485{col 74}{space 3}-.0060026
{txt}{space 1}ihs_dif_total_elec {c |}{col 21}{res}{space 2} .0004571{col 33}{space 2} .0005343{col 44}{space 1}    0.86{col 53}{space 3}0.393{col 61}{space 4}-.0005947{col 74}{space 3} .0015088
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.699
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1924
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 653.381
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.378
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 log_total_elec
{col 23}ihs_dif_total_elec
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A15
. use "$workdata\total_coal_2009_v1_km_balance", clear
{txt}
{com}. merge 1:1 des_city using "$workdata\city_2004"
{res}{txt}{p 0 7 2}
(variable
{bf:des_city} was {bf:int}, now {bf:float} to accommodate using data's values)
{p_end}

{col 5}Result{col 33}Number of obs
{col 5}{hline 41}
{col 5}Not matched{col 30}{res}              90
{txt}{col 9}from master{col 30}{res}              62{txt}  (_merge==1)
{col 9}from using{col 30}{res}              28{txt}  (_merge==2)

{col 5}Matched{col 30}{res}             285{txt}  (_merge==3)
{col 5}{hline 41}

{com}. keep if _m==3
{txt}(90 observations deleted)

{com}. drop _m
{txt}
{com}. 
. g procode = int(des_city/100)
{txt}
{com}. sort des_city
{txt}
{com}. 
. *ranking 
. gen regioncode=1 if procode==37|procode==32|procode==34|procode==33|procode==35|procode==31 
{txt}(218 missing values generated)

{com}. replace regioncode=2 if procode==44|procode==45|procode==46
{txt}(37 real changes made)

{com}. replace regioncode=3 if procode==42|procode==43|procode==41|procode==36
{txt}(53 real changes made)

{com}. replace regioncode=4 if procode==11|procode==12|procode==13|procode==14|procode==15
{txt}(33 real changes made)

{com}. replace regioncode=5 if procode==64 |procode==65 |procode==63|procode==61|procode==62
{txt}(30 real changes made)

{com}. replace regioncode=6 if procode==51 |procode==53 |procode==52|procode==54|procode==50
{txt}(32 real changes made)

{com}. replace regioncode=7 if procode==21 |procode==22 |procode==23
{txt}(33 real changes made)

{com}. 
. gen cityid=des_city
{txt}
{com}. 
. gen procity=(cityid==1100|cityid==3100|cityid==1200|cityid==5000)
{txt}
{com}. gen subprocity=(cityid==2101|cityid==2102|cityid==2201|cityid==2301| ///
> cityid==3201|cityid==3301|cityid==3302|cityid==3502|cityid==3701|cityid==3702|cityid==4201|cityid==4401 ///
> |cityid==4403|cityid==5101|cityid==6101 )
{txt}
{com}. gen procapital=(cityid==1301|cityid==1401|cityid==1501|cityid==3401|cityid==3501|cityid==3601| ///
> cityid==4101|cityid==4301|cityid==4501|cityid==4601|cityid==5201|cityid==5301|cityid==6201 ///
> |cityid==6301|cityid==6401|cityid==6501)
{txt}
{com}. 
. g ranking=2
{txt}
{com}. replace ranking=1 if procity==1
{txt}(4 real changes made)

{com}. replace ranking=1 if subprocity==1
{txt}(15 real changes made)

{com}. replace ranking=1 if procapital==1
{txt}(16 real changes made)

{com}. 
. g log_pop = log(pop)
{txt}(3 missing values generated)

{com}. g log_total_elec = log(total_elec)
{txt}(5 missing values generated)

{com}. g log_ind_elec = log(ind_elec)
{txt}(5 missing values generated)

{com}. g log_GDP = log(GDP)
{txt}(3 missing values generated)

{com}. g total_coal50_450_r = total_coal50_450/1000
{txt}
{com}. recode share_up . = 0
{txt}(13 changes made to {bf:share_up})

{com}. replace GDP = GDP/1000000
{txt}(282 real changes made)

{com}. replace pop = pop/100
{txt}(282 real changes made)

{com}. for var total_elec ind_elec: replace X = X/10000

{res}->  replace total_elec = total_elec/10000
{txt}(280 real changes made)

{res}->  replace ind_elec = ind_elec/10000
{txt}(280 real changes made)

{com}. drop if total_elec == .
{txt}(3 observations deleted)

{com}. 
. reg share_up GDP log_pop log_total_elec log_ind_elec i.regioncode,cluster(des_city) 

{txt}Linear regression                               Number of obs     = {res}       277
                                                {txt}F(10, 276)        =  {res}     3.09
                                                {txt}Prob > F          = {res}    0.0009
                                                {txt}R-squared         = {res}    0.1021
                                                {txt}Root MSE          =    {res} .26337

{txt}{ralign 80:(Std. err. adjusted for {res:277} clusters in des_city)}
{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 16}{c |}{col 28}    Robust
{col 1}      share_up{col 16}{c |} Coefficient{col 28}  std. err.{col 40}      t{col 48}   P>|t|{col 56}     [95% con{col 69}f. interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 11}GDP {c |}{col 16}{res}{space 2}-.0010315{col 28}{space 2} .0031766{col 39}{space 1}   -0.32{col 48}{space 3}0.746{col 56}{space 4}-.0072851{col 69}{space 3}  .005222
{txt}{space 7}log_pop {c |}{col 16}{res}{space 2}-.0211218{col 28}{space 2} .0288631{col 39}{space 1}   -0.73{col 48}{space 3}0.465{col 56}{space 4}-.0779416{col 69}{space 3}  .035698
{txt}log_total_elec {c |}{col 16}{res}{space 2}-.0504046{col 28}{space 2} .0693846{col 39}{space 1}   -0.73{col 48}{space 3}0.468{col 56}{space 4}-.1869948{col 69}{space 3} .0861857
{txt}{space 2}log_ind_elec {c |}{col 16}{res}{space 2} .0382076{col 28}{space 2} .0562766{col 39}{space 1}    0.68{col 48}{space 3}0.498{col 56}{space 4}-.0725783{col 69}{space 3} .1489936
{txt}{space 14} {c |}
{space 4}regioncode {c |}
{space 12}2  {c |}{col 16}{res}{space 2}-.0036637{col 28}{space 2} .0492473{col 39}{space 1}   -0.07{col 48}{space 3}0.941{col 56}{space 4}-.1006118{col 69}{space 3} .0932845
{txt}{space 12}3  {c |}{col 16}{res}{space 2} .1149635{col 28}{space 2}  .044068{col 39}{space 1}    2.61{col 48}{space 3}0.010{col 56}{space 4} .0282114{col 69}{space 3} .2017156
{txt}{space 12}4  {c |}{col 16}{res}{space 2}-.0195595{col 28}{space 2} .0445605{col 39}{space 1}   -0.44{col 48}{space 3}0.661{col 56}{space 4}-.1072811{col 69}{space 3} .0681622
{txt}{space 12}5  {c |}{col 16}{res}{space 2}-.0070331{col 28}{space 2} .0817371{col 39}{space 1}   -0.09{col 48}{space 3}0.931{col 56}{space 4}-.1679405{col 69}{space 3} .1538743
{txt}{space 12}6  {c |}{col 16}{res}{space 2}-.1346779{col 28}{space 2} .0556489{col 39}{space 1}   -2.42{col 48}{space 3}0.016{col 56}{space 4}-.2442281{col 69}{space 3}-.0251276
{txt}{space 12}7  {c |}{col 16}{res}{space 2} .1495699{col 28}{space 2} .0675989{col 39}{space 1}    2.21{col 48}{space 3}0.028{col 56}{space 4} .0164951{col 69}{space 3} .2826448
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} .5697929{col 28}{space 2} .2558775{col 39}{space 1}    2.23{col 48}{space 3}0.027{col 56}{space 4} .0660733{col 69}{space 3} 1.073512
{txt}{hline 15}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. reg share_up GDP log_pop log_total_elec log_ind_elec i.ranking i.regioncode,cluster(des_city) 

{txt}Linear regression                               Number of obs     = {res}       277
                                                {txt}F(11, 276)        =  {res}     2.86
                                                {txt}Prob > F          = {res}    0.0015
                                                {txt}R-squared         = {res}    0.1029
                                                {txt}Root MSE          =    {res} .26374

{txt}{ralign 80:(Std. err. adjusted for {res:277} clusters in des_city)}
{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 16}{c |}{col 28}    Robust
{col 1}      share_up{col 16}{c |} Coefficient{col 28}  std. err.{col 40}      t{col 48}   P>|t|{col 56}     [95% con{col 69}f. interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 11}GDP {c |}{col 16}{res}{space 2}-.0016274{col 28}{space 2} .0031339{col 39}{space 1}   -0.52{col 48}{space 3}0.604{col 56}{space 4}-.0077969{col 69}{space 3}  .004542
{txt}{space 7}log_pop {c |}{col 16}{res}{space 2}-.0221694{col 28}{space 2} .0293144{col 39}{space 1}   -0.76{col 48}{space 3}0.450{col 56}{space 4}-.0798777{col 69}{space 3} .0355388
{txt}log_total_elec {c |}{col 16}{res}{space 2}-.0627324{col 28}{space 2} .0734777{col 39}{space 1}   -0.85{col 48}{space 3}0.394{col 56}{space 4}-.2073803{col 69}{space 3} .0819154
{txt}{space 2}log_ind_elec {c |}{col 16}{res}{space 2} .0464852{col 28}{space 2} .0587033{col 39}{space 1}    0.79{col 48}{space 3}0.429{col 56}{space 4}-.0690779{col 69}{space 3} .1620483
{txt}{space 5}2.ranking {c |}{col 16}{res}{space 2}-.0329495{col 28}{space 2} .0676629{col 39}{space 1}   -0.49{col 48}{space 3}0.627{col 56}{space 4}-.1661505{col 69}{space 3} .1002514
{txt}{space 14} {c |}
{space 4}regioncode {c |}
{space 12}2  {c |}{col 16}{res}{space 2}-.0029867{col 28}{space 2} .0495134{col 39}{space 1}   -0.06{col 48}{space 3}0.952{col 56}{space 4}-.1004586{col 69}{space 3} .0944851
{txt}{space 12}3  {c |}{col 16}{res}{space 2} .1138396{col 28}{space 2} .0440663{col 39}{space 1}    2.58{col 48}{space 3}0.010{col 56}{space 4} .0270908{col 69}{space 3} .2005884
{txt}{space 12}4  {c |}{col 16}{res}{space 2}-.0206573{col 28}{space 2} .0440558{col 39}{space 1}   -0.47{col 48}{space 3}0.640{col 56}{space 4}-.1073854{col 69}{space 3} .0660708
{txt}{space 12}5  {c |}{col 16}{res}{space 2}-.0130776{col 28}{space 2} .0862243{col 39}{space 1}   -0.15{col 48}{space 3}0.880{col 56}{space 4}-.1828184{col 69}{space 3} .1566632
{txt}{space 12}6  {c |}{col 16}{res}{space 2}-.1374162{col 28}{space 2} .0566219{col 39}{space 1}   -2.43{col 48}{space 3}0.016{col 56}{space 4}-.2488819{col 69}{space 3}-.0259506
{txt}{space 12}7  {c |}{col 16}{res}{space 2} .1480963{col 28}{space 2} .0681128{col 39}{space 1}    2.17{col 48}{space 3}0.031{col 56}{space 4} .0140096{col 69}{space 3}  .282183
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} .6601988{col 28}{space 2}  .325551{col 39}{space 1}    2.03{col 48}{space 3}0.044{col 56}{space 4} .0193203{col 69}{space 3} 1.301077
{txt}{hline 15}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. reg total_coal50_450_r GDP log_pop log_total_elec log_ind_elec i.regioncode, cluster(des_city) 

{txt}Linear regression                               Number of obs     = {res}       277
                                                {txt}F(10, 276)        =  {res}    22.29
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3413
                                                {txt}Root MSE          =    {res}   20.9

{txt}{ralign 80:(Std. err. adjusted for {res:277} clusters in des_city)}
{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 16}{c |}{col 28}    Robust
{col 1}total_coal50~r{col 16}{c |} Coefficient{col 28}  std. err.{col 40}      t{col 48}   P>|t|{col 56}     [95% con{col 69}f. interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 11}GDP {c |}{col 16}{res}{space 2}-.2451881{col 28}{space 2} .2577505{col 39}{space 1}   -0.95{col 48}{space 3}0.342{col 56}{space 4}-.7525948{col 69}{space 3} .2622186
{txt}{space 7}log_pop {c |}{col 16}{res}{space 2} -.012466{col 28}{space 2} 2.169526{col 39}{space 1}   -0.01{col 48}{space 3}0.995{col 56}{space 4}-4.283386{col 69}{space 3} 4.258455
{txt}log_total_elec {c |}{col 16}{res}{space 2}-2.689954{col 28}{space 2} 4.721218{col 39}{space 1}   -0.57{col 48}{space 3}0.569{col 56}{space 4}-11.98413{col 69}{space 3} 6.604219
{txt}{space 2}log_ind_elec {c |}{col 16}{res}{space 2} 3.427619{col 28}{space 2} 3.837782{col 39}{space 1}    0.89{col 48}{space 3}0.373{col 56}{space 4}-4.127425{col 69}{space 3} 10.98266
{txt}{space 14} {c |}
{space 4}regioncode {c |}
{space 12}2  {c |}{col 16}{res}{space 2}-24.58257{col 28}{space 2} 4.385789{col 39}{space 1}   -5.61{col 48}{space 3}0.000{col 56}{space 4}-33.21642{col 69}{space 3}-15.94872
{txt}{space 12}3  {c |}{col 16}{res}{space 2}-12.67569{col 28}{space 2} 5.044026{col 39}{space 1}   -2.51{col 48}{space 3}0.013{col 56}{space 4}-22.60534{col 69}{space 3}-2.746038
{txt}{space 12}4  {c |}{col 16}{res}{space 2}-18.75523{col 28}{space 2} 4.946048{col 39}{space 1}   -3.79{col 48}{space 3}0.000{col 56}{space 4}  -28.492{col 69}{space 3}-9.018456
{txt}{space 12}5  {c |}{col 16}{res}{space 2}-30.69276{col 28}{space 2} 5.491579{col 39}{space 1}   -5.59{col 48}{space 3}0.000{col 56}{space 4}-41.50346{col 69}{space 3}-19.88206
{txt}{space 12}6  {c |}{col 16}{res}{space 2}-38.57848{col 28}{space 2} 4.002553{col 39}{space 1}   -9.64{col 48}{space 3}0.000{col 56}{space 4}-46.45789{col 69}{space 3}-30.69907
{txt}{space 12}7  {c |}{col 16}{res}{space 2}-40.71473{col 28}{space 2} 3.717482{col 39}{space 1}  -10.95{col 48}{space 3}0.000{col 56}{space 4}-48.03295{col 69}{space 3} -33.3965
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2}  41.2484{col 28}{space 2} 20.81651{col 39}{space 1}    1.98{col 48}{space 3}0.049{col 56}{space 4} .2690858{col 69}{space 3} 82.22771
{txt}{hline 15}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. reg total_coal50_450_r GDP log_pop log_total_elec log_ind_elec  i.ranking i.regioncode, cluster(des_city) 

{txt}Linear regression                               Number of obs     = {res}       277
                                                {txt}F(11, 276)        =  {res}    20.24
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3419
                                                {txt}Root MSE          =    {res}  20.93

{txt}{ralign 80:(Std. err. adjusted for {res:277} clusters in des_city)}
{hline 15}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 16}{c |}{col 28}    Robust
{col 1}total_coal50~r{col 16}{c |} Coefficient{col 28}  std. err.{col 40}      t{col 48}   P>|t|{col 56}     [95% con{col 69}f. interval]
{hline 15}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 11}GDP {c |}{col 16}{res}{space 2}-.1991818{col 28}{space 2} .2729771{col 39}{space 1}   -0.73{col 48}{space 3}0.466{col 56}{space 4}-.7365635{col 69}{space 3} .3381998
{txt}{space 7}log_pop {c |}{col 16}{res}{space 2} .0684151{col 28}{space 2} 2.193917{col 39}{space 1}    0.03{col 48}{space 3}0.975{col 56}{space 4}-4.250523{col 69}{space 3} 4.387353
{txt}log_total_elec {c |}{col 16}{res}{space 2}-1.738187{col 28}{space 2} 5.134114{col 39}{space 1}   -0.34{col 48}{space 3}0.735{col 56}{space 4}-11.84519{col 69}{space 3} 8.368812
{txt}{space 2}log_ind_elec {c |}{col 16}{res}{space 2} 2.788555{col 28}{space 2} 4.055997{col 39}{space 1}    0.69{col 48}{space 3}0.492{col 56}{space 4}-5.196067{col 69}{space 3} 10.77318
{txt}{space 5}2.ranking {c |}{col 16}{res}{space 2} 2.543853{col 28}{space 2} 4.678112{col 39}{space 1}    0.54{col 48}{space 3}0.587{col 56}{space 4} -6.66546{col 69}{space 3} 11.75317
{txt}{space 14} {c |}
{space 4}regioncode {c |}
{space 12}2  {c |}{col 16}{res}{space 2}-24.63484{col 28}{space 2} 4.360012{col 39}{space 1}   -5.65{col 48}{space 3}0.000{col 56}{space 4}-33.21794{col 69}{space 3}-16.05173
{txt}{space 12}3  {c |}{col 16}{res}{space 2}-12.58892{col 28}{space 2} 5.066034{col 39}{space 1}   -2.48{col 48}{space 3}0.014{col 56}{space 4}-22.56189{col 69}{space 3}-2.615942
{txt}{space 12}4  {c |}{col 16}{res}{space 2}-18.67047{col 28}{space 2} 4.985767{col 39}{space 1}   -3.74{col 48}{space 3}0.000{col 56}{space 4}-28.48543{col 69}{space 3}-8.855506
{txt}{space 12}5  {c |}{col 16}{res}{space 2} -30.2261{col 28}{space 2} 5.663127{col 39}{space 1}   -5.34{col 48}{space 3}0.000{col 56}{space 4}-41.37451{col 69}{space 3}-19.07769
{txt}{space 12}6  {c |}{col 16}{res}{space 2}-38.36706{col 28}{space 2} 4.042332{col 39}{space 1}   -9.49{col 48}{space 3}0.000{col 56}{space 4}-46.32478{col 69}{space 3}-30.40934
{txt}{space 12}7  {c |}{col 16}{res}{space 2}-40.60095{col 28}{space 2} 3.736773{col 39}{space 1}  -10.87{col 48}{space 3}0.000{col 56}{space 4}-47.95715{col 69}{space 3}-33.24475
{txt}{space 14} {c |}
{space 9}_cons {c |}{col 16}{res}{space 2} 34.26865{col 28}{space 2} 26.11851{col 39}{space 1}    1.31{col 48}{space 3}0.191{col 56}{space 4}-17.14815{col 69}{space 3} 85.68545
{txt}{hline 15}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. *Table A16
. use "$workdata\census_han_reg",clear
{txt}
{com}. merge m:1 des_city using windiv
{res}
{txt}{col 5}Result{col 33}Number of obs
{col 5}{hline 41}
{col 5}Not matched{col 30}{res}              19
{txt}{col 9}from master{col 30}{res}               0{txt}  (_merge==1)
{col 9}from using{col 30}{res}              19{txt}  (_merge==2)

{col 5}Matched{col 30}{res}          96,910{txt}  (_merge==3)
{col 5}{hline 41}

{com}. keep if _m == 3
{txt}(19 observations deleted)

{com}. drop _m
{txt}
{com}. 
. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450 thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   34.49
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22281.69643{txt}{col 55}Centered R2   = {res}  0.0241
{txt}Total (uncentered) SS   = {res}       34723{txt}{col 55}Uncentered R2 = {res}  0.3737
{txt}Residual SS             = {res} 21745.40568{txt}{col 55}Root MSE      = {res}   .4737

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0015631{col 33}{space 2} .0010651{col 44}{space 1}   -1.47{col 53}{space 3}0.142{col 61}{space 4}-.0036506{col 74}{space 3} .0005244
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0071242{col 33}{space 2} .0022432{col 44}{space 1}   -3.18{col 53}{space 3}0.001{col 61}{space 4}-.0115208{col 74}{space 3}-.0027275
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0111816{col 33}{space 2} .0101479{col 44}{space 1}   -1.10{col 53}{space 3}0.271{col 61}{space 4}-.0310711{col 74}{space 3}  .008708
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}  .003123{col 33}{space 2} .0038173{col 44}{space 1}    0.82{col 53}{space 3}0.413{col 61}{space 4}-.0043588{col 74}{space 3} .0106049
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0013918{col 33}{space 2} .0042795{col 44}{space 1}    0.33{col 53}{space 3}0.745{col 61}{space 4}-.0069959{col 74}{space 3} .0097794
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0188201{col 33}{space 2} .0022261{col 44}{space 1}    8.45{col 53}{space 3}0.000{col 61}{space 4} .0144571{col 74}{space 3} .0231831
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008073{col 33}{space 2} .0001386{col 44}{space 1}    5.82{col 53}{space 3}0.000{col 61}{space 4} .0005356{col 74}{space 3} .0010789
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-8.51e-07{col 33}{space 2} 1.34e-06{col 44}{space 1}   -0.63{col 53}{space 3}0.527{col 61}{space 4}-3.48e-06{col 74}{space 3} 1.78e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0006683{col 33}{space 2} .0005661{col 44}{space 1}   -1.18{col 53}{space 3}0.238{col 61}{space 4}-.0017779{col 74}{space 3} .0004413
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-4.11e-06{col 33}{space 2} 3.92e-06{col 44}{space 1}   -1.05{col 53}{space 3}0.294{col 61}{space 4}-.0000118{col 74}{space 3} 3.58e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .2751297{col 33}{space 2} .1390906{col 44}{space 1}    1.98{col 53}{space 3}0.048{col 61}{space 4} .0025172{col 74}{space 3} .5477422
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  10.235
{txt}{col 52}Chi-sq({res}3{txt}) P-val =  {res}{col 73}0.0167
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1983.522
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.619
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42} 5% maximal IV relative bias{res}{col 73} 11.04
{txt}{col 42}10% maximal IV relative bias{res}{col 73}  7.56
{txt}{col 42}20% maximal IV relative bias{res}{col 73}  5.57
{txt}{col 42}30% maximal IV relative bias{res}{col 73}  4.73
{txt}{col 42}10% maximal IV size{res}{col 73} 16.87
{txt}{col 42}15% maximal IV size{res}{col 73}  9.93
{txt}{col 42}20% maximal IV size{res}{col 73}  7.54
{txt}{col 42}25% maximal IV size{res}{col 73}  6.28
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   2.227
{txt}{col 52}Chi-sq({res}2{txt}) P-val =  {res}{col 73}0.3284
{txt}{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450 thermalstrength2009
{col 23}dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450 thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   21.42
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21948.44477{txt}{col 55}Centered R2   = {res}  0.0098
{txt}Total (uncentered) SS   = {res} 21948.44477{txt}{col 55}Uncentered R2 = {res}  0.0098
{txt}Residual SS             = {res} 21733.77565{txt}{col 55}Root MSE      = {res}   .4736

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0012509{col 33}{space 2} .0010144{col 44}{space 1}   -1.23{col 53}{space 3}0.218{col 61}{space 4}-.0032465{col 74}{space 3} .0007448
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0063476{col 33}{space 2} .0019058{col 44}{space 1}   -3.33{col 53}{space 3}0.001{col 61}{space 4}-.0100967{col 74}{space 3}-.0025985
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0088167{col 33}{space 2} .0098952{col 44}{space 1}   -0.89{col 53}{space 3}0.374{col 61}{space 4}-.0282829{col 74}{space 3} .0106495
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0041077{col 33}{space 2} .0035448{col 44}{space 1}    1.16{col 53}{space 3}0.247{col 61}{space 4}-.0028657{col 74}{space 3} .0110811
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0020679{col 33}{space 2} .0039228{col 44}{space 1}    0.53{col 53}{space 3}0.598{col 61}{space 4}-.0056492{col 74}{space 3}  .009785
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0146796{col 33}{space 2} .0108329{col 44}{space 1}    1.36{col 53}{space 3}0.176{col 61}{space 4}-.0066314{col 74}{space 3} .0359906
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007914{col 33}{space 2} .0001325{col 44}{space 1}    5.97{col 53}{space 3}0.000{col 61}{space 4} .0005307{col 74}{space 3} .0010521
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-1.08e-06{col 33}{space 2} 1.29e-06{col 44}{space 1}   -0.84{col 53}{space 3}0.403{col 61}{space 4}-3.62e-06{col 74}{space 3} 1.46e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.000593{col 33}{space 2} .0005534{col 44}{space 1}   -1.07{col 53}{space 3}0.285{col 61}{space 4}-.0016817{col 74}{space 3} .0004956
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-3.32e-06{col 33}{space 2} 3.77e-06{col 44}{space 1}   -0.88{col 53}{space 3}0.379{col 61}{space 4}-.0000107{col 74}{space 3} 4.10e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  12.521
{txt}{col 52}Chi-sq({res}3{txt}) P-val =  {res}{col 73}0.0058
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}2506.645
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   4.788
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42} 5% maximal IV relative bias{res}{col 73} 11.04
{txt}{col 42}10% maximal IV relative bias{res}{col 73}  7.56
{txt}{col 42}20% maximal IV relative bias{res}{col 73}  5.57
{txt}{col 42}30% maximal IV relative bias{res}{col 73}  4.73
{txt}{col 42}10% maximal IV size{res}{col 73} 16.87
{txt}{col 42}15% maximal IV size{res}{col 73}  9.93
{txt}{col 42}20% maximal IV size{res}{col 73}  7.54
{txt}{col 42}25% maximal IV size{res}{col 73}  6.28
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   2.585
{txt}{col 52}Chi-sq({res}2{txt}) P-val =  {res}{col 73}0.2746
{txt}{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450 thermalstrength2009
{col 23}dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450 thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   21.27
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res}  0.0098
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res}  0.0098
{txt}Residual SS             = {res} 21610.56773{txt}{col 55}Root MSE      = {res}   .4723

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} -.001173{col 33}{space 2} .0010262{col 44}{space 1}   -1.14{col 53}{space 3}0.254{col 61}{space 4}-.0031919{col 74}{space 3} .0008459
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0062158{col 33}{space 2} .0019197{col 44}{space 1}   -3.24{col 53}{space 3}0.001{col 61}{space 4}-.0099923{col 74}{space 3}-.0024393
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0082054{col 33}{space 2} .0101058{col 44}{space 1}   -0.81{col 53}{space 3}0.417{col 61}{space 4}-.0280859{col 74}{space 3} .0116752
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0045055{col 33}{space 2} .0035409{col 44}{space 1}    1.27{col 53}{space 3}0.204{col 61}{space 4}-.0024604{col 74}{space 3} .0114714
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0022721{col 33}{space 2} .0038982{col 44}{space 1}    0.58{col 53}{space 3}0.560{col 61}{space 4}-.0053966{col 74}{space 3} .0099407
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0157322{col 33}{space 2} .0109234{col 44}{space 1}    1.44{col 53}{space 3}0.151{col 61}{space 4}-.0057567{col 74}{space 3} .0372211
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007768{col 33}{space 2} .0001331{col 44}{space 1}    5.83{col 53}{space 3}0.000{col 61}{space 4} .0005149{col 74}{space 3} .0010387
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-1.24e-06{col 33}{space 2} 1.30e-06{col 44}{space 1}   -0.95{col 53}{space 3}0.340{col 61}{space 4}-3.81e-06{col 74}{space 3} 1.32e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.000563{col 33}{space 2} .0005421{col 44}{space 1}   -1.04{col 53}{space 3}0.300{col 61}{space 4}-.0016295{col 74}{space 3} .0005035
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-3.33e-06{col 33}{space 2} 3.80e-06{col 44}{space 1}   -0.88{col 53}{space 3}0.381{col 61}{space 4}-.0000108{col 74}{space 3} 4.13e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  12.480
{txt}{col 52}Chi-sq({res}3{txt}) P-val =  {res}{col 73}0.0059
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}2491.072
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   4.758
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42} 5% maximal IV relative bias{res}{col 73} 11.04
{txt}{col 42}10% maximal IV relative bias{res}{col 73}  7.56
{txt}{col 42}20% maximal IV relative bias{res}{col 73}  5.57
{txt}{col 42}30% maximal IV relative bias{res}{col 73}  4.73
{txt}{col 42}10% maximal IV size{res}{col 73} 16.87
{txt}{col 42}15% maximal IV size{res}{col 73}  9.93
{txt}{col 42}20% maximal IV size{res}{col 73}  7.54
{txt}{col 42}25% maximal IV size{res}{col 73}  6.28
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   2.629
{txt}{col 52}Chi-sq({res}2{txt}) P-val =  {res}{col 73}0.2686
{txt}{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450 thermalstrength2009
{col 23}dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=total_coal50_450 dif_total_coal50_450 thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 10,   327) = {res}   21.17
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21801.31733{txt}{col 55}Centered R2   = {res}  0.0098
{txt}Total (uncentered) SS   = {res} 21801.31733{txt}{col 55}Uncentered R2 = {res}  0.0098
{txt}Residual SS             = {res} 21587.19431{txt}{col 55}Root MSE      = {res}   .4722

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0010922{col 33}{space 2} .0010121{col 44}{space 1}   -1.08{col 53}{space 3}0.281{col 61}{space 4}-.0030832{col 74}{space 3} .0008987
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0060294{col 33}{space 2} .0018938{col 44}{space 1}   -3.18{col 53}{space 3}0.002{col 61}{space 4}-.0097551{col 74}{space 3}-.0023038
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0078241{col 33}{space 2}  .009744{col 44}{space 1}   -0.80{col 53}{space 3}0.423{col 61}{space 4}-.0269928{col 74}{space 3} .0113447
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0045416{col 33}{space 2} .0035207{col 44}{space 1}    1.29{col 53}{space 3}0.198{col 61}{space 4}-.0023845{col 74}{space 3} .0114677
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0025239{col 33}{space 2}  .003883{col 44}{space 1}    0.65{col 53}{space 3}0.516{col 61}{space 4}-.0051149{col 74}{space 3} .0101627
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0163541{col 33}{space 2} .0109052{col 44}{space 1}    1.50{col 53}{space 3}0.135{col 61}{space 4}-.0050991{col 74}{space 3} .0378074
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007722{col 33}{space 2} .0001323{col 44}{space 1}    5.83{col 53}{space 3}0.000{col 61}{space 4} .0005118{col 74}{space 3} .0010325
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-1.27e-06{col 33}{space 2} 1.30e-06{col 44}{space 1}   -0.98{col 53}{space 3}0.330{col 61}{space 4}-3.82e-06{col 74}{space 3} 1.29e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0005285{col 33}{space 2} .0005428{col 44}{space 1}   -0.97{col 53}{space 3}0.331{col 61}{space 4}-.0015964{col 74}{space 3} .0005394
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-3.20e-06{col 33}{space 2} 3.74e-06{col 44}{space 1}   -0.85{col 53}{space 3}0.394{col 61}{space 4}-.0000106{col 74}{space 3} 4.17e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  12.521
{txt}{col 52}Chi-sq({res}3{txt}) P-val =  {res}{col 73}0.0058
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}2488.743
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   4.763
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42} 5% maximal IV relative bias{res}{col 73} 11.04
{txt}{col 42}10% maximal IV relative bias{res}{col 73}  7.56
{txt}{col 42}20% maximal IV relative bias{res}{col 73}  5.57
{txt}{col 42}30% maximal IV relative bias{res}{col 73}  4.73
{txt}{col 42}10% maximal IV size{res}{col 73} 16.87
{txt}{col 42}15% maximal IV size{res}{col 73}  9.93
{txt}{col 42}20% maximal IV size{res}{col 73}  7.54
{txt}{col 42}25% maximal IV size{res}{col 73}  6.28
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   2.488
{txt}{col 52}Chi-sq({res}2{txt}) P-val =  {res}{col 73}0.2882
{txt}{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}total_coal50_450 dif_total_coal50_450 thermalstrength2009
{col 23}dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A17
. use "$workdata\clds_tracking_14", clear
{txt}
{com}. 
. *Panel A: Baseline 
. ivreghdfe givebirth (pm25 dif_pm25=thermalstrength dif_thermalstrength) child_num,abs(IID year#regioncode c.year#regioncode_birth) cluster(des_city)
{res}{txt}(dropped 179 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 2231 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   207{txt}{col 55}Number of obs = {res}   43400
{txt}{col 55}F(  3,   206) = {res}  115.49
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 1558.954611{txt}{col 55}Centered R2   = {res}  0.0551
{txt}Total (uncentered) SS   = {res} 1558.954611{txt}{col 55}Uncentered R2 = {res}  0.0551
{txt}Residual SS             = {res} 1473.120587{txt}{col 55}Root MSE      = {res}   .1956

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}   givebirth{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2}   .01043{col 26}{space 2} .0066913{col 37}{space 1}    1.56{col 46}{space 3}0.121{col 54}{space 4}-.0027622{col 67}{space 3} .0236221
{txt}{space 4}dif_pm25 {c |}{col 14}{res}{space 2} -.006213{col 26}{space 2} .0035383{col 37}{space 1}   -1.76{col 46}{space 3}0.081{col 54}{space 4} -.013189{col 67}{space 3} .0007629
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .2337056{col 26}{space 2} .0126572{col 37}{space 1}   18.46{col 46}{space 3}0.000{col 54}{space 4} .2087513{col 67}{space 3} .2586599
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.143
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0233
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 156.538
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.958
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25
Included instruments:{col 23}child_num
Excluded instruments:{col 23}thermalstrength dif_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 25}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}             Absorbed FE{col 26}{c |} Categories{col 39} - Redundant{col 51}  = Num. Coefs{col 66}{c |}
{res}{col 1}{text}{hline 25}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}                     IID{col 26}{c |}{space 1}     4853{col 39}{space 1}        0{col 51}{result}{space 1}     4853{col 65}{text} {col 66}{c |}
{res}{col 1}{text}         year#regioncode{col 26}{c |}{space 1}       40{col 39}{space 1}        1{col 51}{result}{space 1}       39{col 65}{text} {col 66}{c |}
{res}{col 1}{text} regioncode_birth#c.year{col 26}{c |}{space 1}        4{col 39}{space 1}        0{col 51}{result}{space 1}        4{col 65}{text}?{col 66}{c |}
{res}{col 1}{text}{hline 25}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
{res}{txt}
{com}. ivreghdfe givebirth (pm25 dif_pm25=thermalstrength dif_thermalstrength) child_num,abs(IID year#regioncode ranking c.year#ranking c.year#regioncode_birth) cluster(des_city)
{res}{txt}(dropped 179 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 561 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   207{txt}{col 55}Number of obs = {res}   43400
{txt}{col 55}F(  3,   206) = {res}  115.32
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 1558.947981{txt}{col 55}Centered R2   = {res}  0.0615
{txt}Total (uncentered) SS   = {res} 1558.947981{txt}{col 55}Uncentered R2 = {res}  0.0615
{txt}Residual SS             = {res} 1463.099132{txt}{col 55}Root MSE      = {res}   .1949

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}   givebirth{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0091797{col 26}{space 2} .0058922{col 37}{space 1}    1.56{col 46}{space 3}0.121{col 54}{space 4}-.0024371{col 67}{space 3} .0207965
{txt}{space 4}dif_pm25 {c |}{col 14}{res}{space 2}-.0055919{col 26}{space 2} .0031519{col 37}{space 1}   -1.77{col 46}{space 3}0.078{col 54}{space 4} -.011806{col 67}{space 3} .0006221
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .2337466{col 26}{space 2} .0126551{col 37}{space 1}   18.47{col 46}{space 3}0.000{col 54}{space 4} .2087965{col 67}{space 3} .2586967
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.618
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0178
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 179.373
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.165
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25
Included instruments:{col 23}child_num
Excluded instruments:{col 23}thermalstrength dif_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 25}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}             Absorbed FE{col 26}{c |} Categories{col 39} - Redundant{col 51}  = Num. Coefs{col 66}{c |}
{res}{col 1}{text}{hline 25}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}                     IID{col 26}{c |}{space 1}     4853{col 39}{space 1}        0{col 51}{result}{space 1}     4853{col 65}{text} {col 66}{c |}
{res}{col 1}{text}         year#regioncode{col 26}{c |}{space 1}       40{col 39}{space 1}        1{col 51}{result}{space 1}       39{col 65}{text} {col 66}{c |}
{res}{col 1}{text}                 ranking{col 26}{c |}{space 1}        2{col 39}{space 1}        1{col 51}{result}{space 1}        1{col 65}{text}?{col 66}{c |}
{res}{col 1}{text}          ranking#c.year{col 26}{c |}{space 1}        2{col 39}{space 1}        0{col 51}{result}{space 1}        2{col 65}{text}?{col 66}{c |}
{res}{col 1}{text} regioncode_birth#c.year{col 26}{c |}{space 1}        4{col 39}{space 1}        0{col 51}{result}{space 1}        4{col 65}{text}?{col 66}{c |}
{res}{col 1}{text}{hline 25}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
{res}{txt}
{com}. ivreghdfe givebirth (pm25 dif_pm25=thermalstrength dif_thermalstrength) child_num,abs(IID year#regioncode ranking#year c.year#regioncode_birth) cluster(des_city)
{res}{txt}(dropped 179 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 110 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   207{txt}{col 55}Number of obs = {res}   43400
{txt}{col 55}F(  3,   206) = {res}  115.17
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 1558.338871{txt}{col 55}Centered R2   = {res}  0.0608
{txt}Total (uncentered) SS   = {res} 1558.338871{txt}{col 55}Uncentered R2 = {res}  0.0608
{txt}Residual SS             = {res} 1463.648912{txt}{col 55}Root MSE      = {res}    .195

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}   givebirth{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0094187{col 26}{space 2}  .006094{col 37}{space 1}    1.55{col 46}{space 3}0.124{col 54}{space 4}-.0025959{col 67}{space 3} .0214332
{txt}{space 4}dif_pm25 {c |}{col 14}{res}{space 2}-.0056223{col 26}{space 2} .0032129{col 37}{space 1}   -1.75{col 46}{space 3}0.082{col 54}{space 4}-.0119567{col 67}{space 3} .0007122
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .2337543{col 26}{space 2}  .012653{col 37}{space 1}   18.47{col 46}{space 3}0.000{col 54}{space 4} .2088084{col 67}{space 3} .2587002
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.432
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0198
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 177.973
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.136
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25
Included instruments:{col 23}child_num
Excluded instruments:{col 23}thermalstrength dif_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 25}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}             Absorbed FE{col 26}{c |} Categories{col 39} - Redundant{col 51}  = Num. Coefs{col 66}{c |}
{res}{col 1}{text}{hline 25}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}                     IID{col 26}{c |}{space 1}     4853{col 39}{space 1}        0{col 51}{result}{space 1}     4853{col 65}{text} {col 66}{c |}
{res}{col 1}{text}         year#regioncode{col 26}{c |}{space 1}       40{col 39}{space 1}        1{col 51}{result}{space 1}       39{col 65}{text} {col 66}{c |}
{res}{col 1}{text}            ranking#year{col 26}{c |}{space 1}       20{col 39}{space 1}       10{col 51}{result}{space 1}       10{col 65}{text}?{col 66}{c |}
{res}{col 1}{text} regioncode_birth#c.year{col 26}{c |}{space 1}        4{col 39}{space 1}        0{col 51}{result}{space 1}        4{col 65}{text}?{col 66}{c |}
{res}{col 1}{text}{hline 25}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
{res}{txt}
{com}. ivreghdfe givebirth (pm25 dif_pm25=thermalstrength dif_thermalstrength) child_num,abs(IID year#regioncode#ranking c.year#regioncode_birth) cluster(des_city)
{res}{txt}(dropped 179 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1058 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   207{txt}{col 55}Number of obs = {res}   43400
{txt}{col 55}F(  3,   206) = {res}  115.53
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 1557.127617{txt}{col 55}Centered R2   = {res}  0.0588
{txt}Total (uncentered) SS   = {res} 1557.127617{txt}{col 55}Uncentered R2 = {res}  0.0588
{txt}Residual SS             = {res} 1465.522411{txt}{col 55}Root MSE      = {res}   .1952

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}   givebirth{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0098844{col 26}{space 2} .0064435{col 37}{space 1}    1.53{col 46}{space 3}0.127{col 54}{space 4}-.0028193{col 67}{space 3} .0225881
{txt}{space 4}dif_pm25 {c |}{col 14}{res}{space 2}-.0058161{col 26}{space 2} .0033775{col 37}{space 1}   -1.72{col 46}{space 3}0.087{col 54}{space 4} -.012475{col 67}{space 3} .0008428
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .2338696{col 26}{space 2} .0126496{col 37}{space 1}   18.49{col 46}{space 3}0.000{col 54}{space 4} .2089303{col 67}{space 3} .2588088
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.016
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0251
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 172.544
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.996
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25
Included instruments:{col 23}child_num
Excluded instruments:{col 23}thermalstrength dif_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 29}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}                 Absorbed FE{col 30}{c |} Categories{col 43} - Redundant{col 55}  = Num. Coefs{col 70}{c |}
{res}{col 1}{text}{hline 29}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}                         IID{col 30}{c |}{space 1}     4853{col 43}{space 1}        0{col 55}{result}{space 1}     4853{col 69}{text} {col 70}{c |}
{res}{col 1}{text}     year#regioncode#ranking{col 30}{c |}{space 1}       80{col 43}{space 1}        1{col 55}{result}{space 1}       79{col 69}{text} {col 70}{c |}
{res}{col 1}{text}     regioncode_birth#c.year{col 30}{c |}{space 1}        4{col 43}{space 1}        0{col 55}{result}{space 1}        4{col 69}{text}?{col 70}{c |}
{res}{col 1}{text}{hline 29}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
{res}{txt}
{com}. 
. *Panel B: Add weathercontrol
. ivreghdfe givebirth (pm25 dif_pm25=thermalstrength dif_thermalstrength) child_num avtemp tosun dif_avtemp dif_tosun,abs(IID year#regioncode) cluster(des_city)
{res}{txt}(dropped 179 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 13 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   207{txt}{col 55}Number of obs = {res}   43400
{txt}{col 55}F(  7,   206) = {res}   62.18
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 1559.096846{txt}{col 55}Centered R2   = {res}  0.0573
{txt}Total (uncentered) SS   = {res} 1559.096846{txt}{col 55}Uncentered R2 = {res}  0.0573
{txt}Residual SS             = {res} 1469.697194{txt}{col 55}Root MSE      = {res}   .1954

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}   givebirth{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0097579{col 26}{space 2} .0062667{col 37}{space 1}    1.56{col 46}{space 3}0.121{col 54}{space 4}-.0025972{col 67}{space 3} .0221129
{txt}{space 4}dif_pm25 {c |}{col 14}{res}{space 2}-.0064258{col 26}{space 2} .0035522{col 37}{space 1}   -1.81{col 46}{space 3}0.072{col 54}{space 4}-.0134291{col 67}{space 3} .0005776
{txt}{space 3}child_num {c |}{col 14}{res}{space 2}  .233706{col 26}{space 2} .0126557{col 37}{space 1}   18.47{col 46}{space 3}0.000{col 54}{space 4} .2087547{col 67}{space 3} .2586573
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2}-.0002703{col 26}{space 2}  .000402{col 37}{space 1}   -0.67{col 46}{space 3}0.502{col 54}{space 4}-.0010629{col 67}{space 3} .0005222
{txt}{space 7}tosun {c |}{col 14}{res}{space 2} 4.30e-06{col 26}{space 2} 1.80e-06{col 37}{space 1}    2.40{col 46}{space 3}0.017{col 54}{space 4} 7.63e-07{col 67}{space 3} 7.84e-06
{txt}{space 2}dif_avtemp {c |}{col 14}{res}{space 2} .0005207{col 26}{space 2} .0003612{col 37}{space 1}    1.44{col 46}{space 3}0.151{col 54}{space 4}-.0001914{col 67}{space 3} .0012328
{txt}{space 3}dif_tosun {c |}{col 14}{res}{space 2}-3.80e-06{col 26}{space 2} 1.19e-06{col 37}{space 1}   -3.20{col 46}{space 3}0.002{col 54}{space 4}-6.14e-06{col 67}{space 3}-1.46e-06
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.367
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0205
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 160.266
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.004
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25
Included instruments:{col 23}child_num avtemp tosun dif_avtemp dif_tosun
Excluded instruments:{col 23}thermalstrength dif_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 19}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}       Absorbed FE{col 20}{c |} Categories{col 33} - Redundant{col 45}  = Num. Coefs{col 60}{c |}
{res}{col 1}{text}{hline 19}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}               IID{col 20}{c |}{space 1}     4853{col 33}{space 1}        0{col 45}{result}{space 1}     4853{col 59}{text} {col 60}{c |}
{res}{col 1}{text}   year#regioncode{col 20}{c |}{space 1}       40{col 33}{space 1}        1{col 45}{result}{space 1}       39{col 59}{text} {col 60}{c |}
{res}{col 1}{text}{hline 19}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe givebirth (pm25 dif_pm25=thermalstrength dif_thermalstrength) child_num avtemp tosun dif_avtemp dif_tosun,abs(IID year#regioncode ranking) cluster(des_city)
{res}{txt}(dropped 179 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 15 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   207{txt}{col 55}Number of obs = {res}   43400
{txt}{col 55}F(  7,   206) = {res}   61.78
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 1559.077604{txt}{col 55}Centered R2   = {res}  0.0631
{txt}Total (uncentered) SS   = {res} 1559.077604{txt}{col 55}Uncentered R2 = {res}  0.0631
{txt}Residual SS             = {res}  1460.75844{txt}{col 55}Root MSE      = {res}   .1948

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}   givebirth{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0086011{col 26}{space 2} .0055319{col 37}{space 1}    1.55{col 46}{space 3}0.122{col 54}{space 4}-.0023053{col 67}{space 3} .0195075
{txt}{space 4}dif_pm25 {c |}{col 14}{res}{space 2}-.0058094{col 26}{space 2} .0031766{col 37}{space 1}   -1.83{col 46}{space 3}0.069{col 54}{space 4}-.0120722{col 67}{space 3} .0004535
{txt}{space 3}child_num {c |}{col 14}{res}{space 2}  .233624{col 26}{space 2} .0126665{col 37}{space 1}   18.44{col 46}{space 3}0.000{col 54}{space 4} .2086515{col 67}{space 3} .2585965
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2}-.0001606{col 26}{space 2} .0003962{col 37}{space 1}   -0.41{col 46}{space 3}0.686{col 54}{space 4}-.0009418{col 67}{space 3} .0006205
{txt}{space 7}tosun {c |}{col 14}{res}{space 2} 4.25e-06{col 26}{space 2} 1.66e-06{col 37}{space 1}    2.56{col 46}{space 3}0.011{col 54}{space 4} 9.83e-07{col 67}{space 3} 7.52e-06
{txt}{space 2}dif_avtemp {c |}{col 14}{res}{space 2} .0004566{col 26}{space 2}  .000345{col 37}{space 1}    1.32{col 46}{space 3}0.187{col 54}{space 4}-.0002236{col 67}{space 3} .0011369
{txt}{space 3}dif_tosun {c |}{col 14}{res}{space 2}-3.61e-06{col 26}{space 2} 1.10e-06{col 37}{space 1}   -3.28{col 46}{space 3}0.001{col 54}{space 4}-5.78e-06{col 67}{space 3}-1.44e-06
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.744
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0165
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 175.099
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.170
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25
Included instruments:{col 23}child_num avtemp tosun dif_avtemp dif_tosun
Excluded instruments:{col 23}thermalstrength dif_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 19}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}       Absorbed FE{col 20}{c |} Categories{col 33} - Redundant{col 45}  = Num. Coefs{col 60}{c |}
{res}{col 1}{text}{hline 19}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}               IID{col 20}{c |}{space 1}     4853{col 33}{space 1}        0{col 45}{result}{space 1}     4853{col 59}{text} {col 60}{c |}
{res}{col 1}{text}   year#regioncode{col 20}{c |}{space 1}       40{col 33}{space 1}        1{col 45}{result}{space 1}       39{col 59}{text} {col 60}{c |}
{res}{col 1}{text}           ranking{col 20}{c |}{space 1}        2{col 33}{space 1}        1{col 45}{result}{space 1}        1{col 59}{text}?{col 60}{c |}
{res}{col 1}{text}{hline 19}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
{res}{txt}
{com}. ivreghdfe givebirth (pm25 dif_pm25=thermalstrength dif_thermalstrength) child_num avtemp tosun dif_avtemp dif_tosun,abs(IID year#regioncode ranking#year) cluster(des_city)
{res}{txt}(dropped 179 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 16 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   207{txt}{col 55}Number of obs = {res}   43400
{txt}{col 55}F(  7,   206) = {res}   60.43
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 1558.466418{txt}{col 55}Centered R2   = {res}  0.0628
{txt}Total (uncentered) SS   = {res} 1558.466418{txt}{col 55}Uncentered R2 = {res}  0.0628
{txt}Residual SS             = {res} 1460.610926{txt}{col 55}Root MSE      = {res}   .1948

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}   givebirth{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0087698{col 26}{space 2} .0056774{col 37}{space 1}    1.54{col 46}{space 3}0.124{col 54}{space 4}-.0024235{col 67}{space 3} .0199631
{txt}{space 4}dif_pm25 {c |}{col 14}{res}{space 2}-.0057806{col 26}{space 2} .0032099{col 37}{space 1}   -1.80{col 46}{space 3}0.073{col 54}{space 4}-.0121091{col 67}{space 3} .0005478
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .2336294{col 26}{space 2}  .012648{col 37}{space 1}   18.47{col 46}{space 3}0.000{col 54}{space 4} .2086932{col 67}{space 3} .2585655
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2}-.0001122{col 26}{space 2} .0004038{col 37}{space 1}   -0.28{col 46}{space 3}0.781{col 54}{space 4}-.0009084{col 67}{space 3} .0006839
{txt}{space 7}tosun {c |}{col 14}{res}{space 2} 4.22e-06{col 26}{space 2} 1.67e-06{col 37}{space 1}    2.52{col 46}{space 3}0.013{col 54}{space 4} 9.15e-07{col 67}{space 3} 7.52e-06
{txt}{space 2}dif_avtemp {c |}{col 14}{res}{space 2} .0003674{col 26}{space 2} .0003539{col 37}{space 1}    1.04{col 46}{space 3}0.300{col 54}{space 4}-.0003302{col 67}{space 3} .0010651
{txt}{space 3}dif_tosun {c |}{col 14}{res}{space 2}-3.45e-06{col 26}{space 2} 1.10e-06{col 37}{space 1}   -3.13{col 46}{space 3}0.002{col 54}{space 4}-5.61e-06{col 67}{space 3}-1.28e-06
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.672
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0172
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 180.790
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.188
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25
Included instruments:{col 23}child_num avtemp tosun dif_avtemp dif_tosun
Excluded instruments:{col 23}thermalstrength dif_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 19}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}       Absorbed FE{col 20}{c |} Categories{col 33} - Redundant{col 45}  = Num. Coefs{col 60}{c |}
{res}{col 1}{text}{hline 19}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}               IID{col 20}{c |}{space 1}     4853{col 33}{space 1}        0{col 45}{result}{space 1}     4853{col 59}{text} {col 60}{c |}
{res}{col 1}{text}   year#regioncode{col 20}{c |}{space 1}       40{col 33}{space 1}        1{col 45}{result}{space 1}       39{col 59}{text} {col 60}{c |}
{res}{col 1}{text}      ranking#year{col 20}{c |}{space 1}       20{col 33}{space 1}       10{col 45}{result}{space 1}       10{col 59}{text}?{col 60}{c |}
{res}{col 1}{text}{hline 19}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
{res}{txt}
{com}. ivreghdfe givebirth (pm25 dif_pm25=thermalstrength dif_thermalstrength) child_num avtemp tosun dif_avtemp dif_tosun,abs(IID year#regioncode#ranking) cluster(des_city)
{res}{txt}(dropped 179 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 22 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   207{txt}{col 55}Number of obs = {res}   43400
{txt}{col 55}F(  7,   206) = {res}   58.21
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 1557.306465{txt}{col 55}Centered R2   = {res}  0.0613
{txt}Total (uncentered) SS   = {res} 1557.306465{txt}{col 55}Uncentered R2 = {res}  0.0613
{txt}Residual SS             = {res} 1461.820534{txt}{col 55}Root MSE      = {res}    .195

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}   givebirth{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0091262{col 26}{space 2} .0058611{col 37}{space 1}    1.56{col 46}{space 3}0.121{col 54}{space 4}-.0024293{col 67}{space 3} .0206817
{txt}{space 4}dif_pm25 {c |}{col 14}{res}{space 2}-.0059934{col 26}{space 2}  .003324{col 37}{space 1}   -1.80{col 46}{space 3}0.073{col 54}{space 4}-.0125468{col 67}{space 3} .0005601
{txt}{space 3}child_num {c |}{col 14}{res}{space 2}  .233702{col 26}{space 2} .0126536{col 37}{space 1}   18.47{col 46}{space 3}0.000{col 54}{space 4} .2087548{col 67}{space 3} .2586492
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2}-.0001186{col 26}{space 2} .0003886{col 37}{space 1}   -0.31{col 46}{space 3}0.761{col 54}{space 4}-.0008847{col 67}{space 3} .0006475
{txt}{space 7}tosun {c |}{col 14}{res}{space 2} 5.01e-06{col 26}{space 2} 1.88e-06{col 37}{space 1}    2.67{col 46}{space 3}0.008{col 54}{space 4} 1.31e-06{col 67}{space 3} 8.70e-06
{txt}{space 2}dif_avtemp {c |}{col 14}{res}{space 2} .0003354{col 26}{space 2} .0003867{col 37}{space 1}    0.87{col 46}{space 3}0.387{col 54}{space 4}-.0004269{col 67}{space 3} .0010977
{txt}{space 3}dif_tosun {c |}{col 14}{res}{space 2}-3.92e-06{col 26}{space 2} 1.38e-06{col 37}{space 1}   -2.83{col 46}{space 3}0.005{col 54}{space 4}-6.65e-06{col 67}{space 3}-1.19e-06
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.551
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0185
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 182.719
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.161
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25
Included instruments:{col 23}child_num avtemp tosun dif_avtemp dif_tosun
Excluded instruments:{col 23}thermalstrength dif_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 29}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}                 Absorbed FE{col 30}{c |} Categories{col 43} - Redundant{col 55}  = Num. Coefs{col 70}{c |}
{res}{col 1}{text}{hline 29}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}                         IID{col 30}{c |}{space 1}     4853{col 43}{space 1}        0{col 55}{result}{space 1}     4853{col 69}{text} {col 70}{c |}
{res}{col 1}{text}     year#regioncode#ranking{col 30}{c |}{space 1}       80{col 43}{space 1}        1{col 55}{result}{space 1}       79{col 69}{text} {col 70}{c |}
{res}{col 1}{text}{hline 29}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. 
. *Table A18
. use "$workdata\census_han_reg",clear
{txt}
{com}. keep if sameprov==1
{txt}(8,787 observations deleted)

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   327{txt}{col 55}Number of obs = {res}   88123
{txt}{col 55}F( 10,   326) = {res}   22.03
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20398.98449{txt}{col 55}Centered R2   = {res}  0.0144
{txt}Total (uncentered) SS   = {res}       32070{txt}{col 55}Uncentered R2 = {res}  0.3731
{txt}Residual SS             = {res} 20104.33789{txt}{col 55}Root MSE      = {res}   .4776

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0033297{col 33}{space 2} .0023774{col 44}{space 1}   -1.40{col 53}{space 3}0.161{col 61}{space 4}-.0079894{col 74}{space 3}   .00133
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0133728{col 33}{space 2} .0065318{col 44}{space 1}   -2.05{col 53}{space 3}0.041{col 61}{space 4}-.0261749{col 74}{space 3}-.0005707
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0231736{col 33}{space 2} .0180407{col 44}{space 1}   -1.28{col 53}{space 3}0.199{col 61}{space 4}-.0585328{col 74}{space 3} .0121856
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0029561{col 33}{space 2} .0074515{col 44}{space 1}   -0.40{col 53}{space 3}0.692{col 61}{space 4}-.0175609{col 74}{space 3} .0116486
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0133522{col 33}{space 2} .0098679{col 44}{space 1}   -1.35{col 53}{space 3}0.176{col 61}{space 4} -.032693{col 74}{space 3} .0059886
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0154056{col 33}{space 2} .0043658{col 44}{space 1}    3.53{col 53}{space 3}0.000{col 61}{space 4} .0068487{col 74}{space 3} .0239625
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007795{col 33}{space 2} .0002012{col 44}{space 1}    3.88{col 53}{space 3}0.000{col 61}{space 4} .0003853{col 74}{space 3} .0011738
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.50e-06{col 33}{space 2} 2.41e-06{col 44}{space 1}    0.62{col 53}{space 3}0.532{col 61}{space 4}-3.22e-06{col 74}{space 3} 6.22e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0011931{col 33}{space 2} .0008158{col 44}{space 1}   -1.46{col 53}{space 3}0.144{col 61}{space 4}-.0027921{col 74}{space 3} .0004058
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000105{col 33}{space 2} 7.76e-06{col 44}{space 1}   -1.36{col 53}{space 3}0.175{col 61}{space 4}-.0000257{col 74}{space 3} 4.69e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .5550153{col 33}{space 2} .2829531{col 44}{space 1}    1.96{col 53}{space 3}0.050{col 61}{space 4} .0004375{col 74}{space 3} 1.109593
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   4.629
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0314
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 974.288
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.280
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   327{txt}{col 55}Number of obs = {res}   88123
{txt}{col 55}F( 10,   326) = {res}   12.64
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20108.62346{txt}{col 55}Centered R2   = {res}  0.0013
{txt}Total (uncentered) SS   = {res} 20108.62346{txt}{col 55}Uncentered R2 = {res}  0.0013
{txt}Residual SS             = {res}  20083.3442{txt}{col 55}Root MSE      = {res}   .4774

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0032293{col 33}{space 2} .0022671{col 44}{space 1}   -1.42{col 53}{space 3}0.155{col 61}{space 4}-.0076894{col 74}{space 3} .0012308
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0130188{col 33}{space 2} .0062046{col 44}{space 1}   -2.10{col 53}{space 3}0.037{col 61}{space 4} -.025225{col 74}{space 3}-.0008126
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.022022{col 33}{space 2} .0170372{col 44}{space 1}   -1.29{col 53}{space 3}0.197{col 61}{space 4}-.0555387{col 74}{space 3} .0114948
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0024502{col 33}{space 2} .0069323{col 44}{space 1}   -0.35{col 53}{space 3}0.724{col 61}{space 4} -.016088{col 74}{space 3} .0111875
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0124631{col 33}{space 2} .0088781{col 44}{space 1}   -1.40{col 53}{space 3}0.161{col 61}{space 4}-.0299287{col 74}{space 3} .0050024
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0001224{col 33}{space 2} .0166496{col 44}{space 1}    0.01{col 53}{space 3}0.994{col 61}{space 4}-.0326317{col 74}{space 3} .0328765
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007598{col 33}{space 2} .0001866{col 44}{space 1}    4.07{col 53}{space 3}0.000{col 61}{space 4} .0003926{col 74}{space 3} .0011269
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.41e-06{col 33}{space 2} 2.32e-06{col 44}{space 1}    0.61{col 53}{space 3}0.542{col 61}{space 4}-3.14e-06{col 74}{space 3} 5.97e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0011616{col 33}{space 2} .0008068{col 44}{space 1}   -1.44{col 53}{space 3}0.151{col 61}{space 4}-.0027488{col 74}{space 3} .0004256
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000104{col 33}{space 2} 7.56e-06{col 44}{space 1}   -1.37{col 53}{space 3}0.171{col 61}{space 4}-.0000252{col 74}{space 3} 4.51e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.149
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0233
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1059.525
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.565
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   327{txt}{col 55}Number of obs = {res}   88123
{txt}{col 55}F( 10,   326) = {res}   12.65
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 19993.82098{txt}{col 55}Centered R2   = {res}  0.0012
{txt}Total (uncentered) SS   = {res} 19993.82098{txt}{col 55}Uncentered R2 = {res}  0.0012
{txt}Residual SS             = {res} 19969.08707{txt}{col 55}Root MSE      = {res}   .4762

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0031433{col 33}{space 2} .0022671{col 44}{space 1}   -1.39{col 53}{space 3}0.167{col 61}{space 4}-.0076032{col 74}{space 3} .0013167
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0130044{col 33}{space 2} .0062751{col 44}{space 1}   -2.07{col 53}{space 3}0.039{col 61}{space 4}-.0253492{col 74}{space 3}-.0006597
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0213246{col 33}{space 2} .0171625{col 44}{space 1}   -1.24{col 53}{space 3}0.215{col 61}{space 4}-.0550879{col 74}{space 3} .0124386
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0017212{col 33}{space 2} .0069189{col 44}{space 1}   -0.25{col 53}{space 3}0.804{col 61}{space 4}-.0153325{col 74}{space 3} .0118901
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0120316{col 33}{space 2} .0089368{col 44}{space 1}   -1.35{col 53}{space 3}0.179{col 61}{space 4}-.0296126{col 74}{space 3} .0055494
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0011068{col 33}{space 2} .0165844{col 44}{space 1}    0.07{col 53}{space 3}0.947{col 61}{space 4}-.0315192{col 74}{space 3} .0337327
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007446{col 33}{space 2} .0001869{col 44}{space 1}    3.98{col 53}{space 3}0.000{col 61}{space 4} .0003768{col 74}{space 3} .0011124
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.25e-06{col 33}{space 2} 2.34e-06{col 44}{space 1}    0.53{col 53}{space 3}0.593{col 61}{space 4}-3.35e-06{col 74}{space 3} 5.85e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0011316{col 33}{space 2} .0007929{col 44}{space 1}   -1.43{col 53}{space 3}0.155{col 61}{space 4}-.0026914{col 74}{space 3} .0004283
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000104{col 33}{space 2} 7.59e-06{col 44}{space 1}   -1.37{col 53}{space 3}0.171{col 61}{space 4}-.0000253{col 74}{space 3} 4.51e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.085
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0241
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1042.716
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.531
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   327{txt}{col 55}Number of obs = {res}   88123
{txt}{col 55}F( 10,   326) = {res}   13.22
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 19963.26897{txt}{col 55}Centered R2   = {res}  0.0027
{txt}Total (uncentered) SS   = {res} 19963.26897{txt}{col 55}Uncentered R2 = {res}  0.0027
{txt}Residual SS             = {res} 19909.41202{txt}{col 55}Root MSE      = {res}   .4755

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0029536{col 33}{space 2} .0021927{col 44}{space 1}   -1.35{col 53}{space 3}0.179{col 61}{space 4}-.0072673{col 74}{space 3} .0013601
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0122381{col 33}{space 2} .0060096{col 44}{space 1}   -2.04{col 53}{space 3}0.043{col 61}{space 4}-.0240606{col 74}{space 3}-.0004157
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0205469{col 33}{space 2} .0164251{col 44}{space 1}   -1.25{col 53}{space 3}0.212{col 61}{space 4}-.0528595{col 74}{space 3} .0117658
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0021334{col 33}{space 2} .0067141{col 44}{space 1}   -0.32{col 53}{space 3}0.751{col 61}{space 4}-.0153418{col 74}{space 3} .0110749
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0116662{col 33}{space 2} .0085149{col 44}{space 1}   -1.37{col 53}{space 3}0.172{col 61}{space 4}-.0284172{col 74}{space 3} .0050848
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0027243{col 33}{space 2} .0159617{col 44}{space 1}    0.17{col 53}{space 3}0.865{col 61}{space 4}-.0286767{col 74}{space 3} .0341253
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0007368{col 33}{space 2} .0001792{col 44}{space 1}    4.11{col 53}{space 3}0.000{col 61}{space 4} .0003842{col 74}{space 3} .0010894
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.06e-06{col 33}{space 2} 2.26e-06{col 44}{space 1}    0.47{col 53}{space 3}0.640{col 61}{space 4}-3.38e-06{col 74}{space 3} 5.50e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0010392{col 33}{space 2} .0007673{col 44}{space 1}   -1.35{col 53}{space 3}0.177{col 61}{space 4}-.0025487{col 74}{space 3} .0004704
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-9.76e-06{col 33}{space 2} 7.29e-06{col 44}{space 1}   -1.34{col 53}{space 3}0.182{col 61}{space 4}-.0000241{col 74}{space 3} 4.59e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.124
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0236
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1046.806
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.549
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Table A19
. use "$workdata\census_minority_reg", clear
{txt}
{com}. *Panel B
. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) child_num $citycontrol $weathercontrol, abs( ) cluster(des_city)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   321{txt}{col 55}Number of obs = {res}   82523
{txt}{col 55}F( 11,   320) = {res}    3.80
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4293.791743{txt}{col 55}Centered R2   = {res} -0.0132
{txt}Total (uncentered) SS   = {res}        4544{txt}{col 55}Uncentered R2 = {res}  0.0426
{txt}Residual SS             = {res} 4350.442286{txt}{col 55}Root MSE      = {res}   .2296

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0005556{col 33}{space 2} .0011604{col 44}{space 1}   -0.48{col 53}{space 3}0.632{col 61}{space 4}-.0028299{col 74}{space 3} .0017187
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0083209{col 33}{space 2} .0047216{col 44}{space 1}   -1.76{col 53}{space 3}0.078{col 61}{space 4}-.0175751{col 74}{space 3} .0009333
{txt}{space 10}child_num {c |}{col 21}{res}{space 2}-.0061794{col 33}{space 2} .0013094{col 44}{space 1}   -4.72{col 53}{space 3}0.000{col 61}{space 4}-.0087457{col 74}{space 3}-.0036131
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0051597{col 33}{space 2} .0084975{col 44}{space 1}   -0.61{col 53}{space 3}0.544{col 61}{space 4}-.0218145{col 74}{space 3} .0114951
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0022567{col 33}{space 2} .0043926{col 44}{space 1}    0.51{col 53}{space 3}0.607{col 61}{space 4}-.0063526{col 74}{space 3} .0108661
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0081046{col 33}{space 2} .0088768{col 44}{space 1}   -0.91{col 53}{space 3}0.361{col 61}{space 4}-.0255028{col 74}{space 3} .0092936
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0009008{col 33}{space 2} .0017661{col 44}{space 1}   -0.51{col 53}{space 3}0.610{col 61}{space 4}-.0043623{col 74}{space 3} .0025607
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}-.0000275{col 33}{space 2} .0001735{col 44}{space 1}   -0.16{col 53}{space 3}0.874{col 61}{space 4}-.0003675{col 74}{space 3} .0003124
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 5.60e-07{col 33}{space 2} 5.35e-07{col 44}{space 1}    1.05{col 53}{space 3}0.295{col 61}{space 4}-4.89e-07{col 74}{space 3} 1.61e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0000696{col 33}{space 2}  .000375{col 44}{space 1}   -0.19{col 53}{space 3}0.853{col 61}{space 4}-.0008047{col 74}{space 3} .0006655
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-1.58e-07{col 33}{space 2} 4.82e-06{col 44}{space 1}   -0.03{col 53}{space 3}0.974{col 61}{space 4}-9.60e-06{col 74}{space 3} 9.28e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .1577406{col 33}{space 2} .1145215{col 44}{space 1}    1.38{col 53}{space 3}0.168{col 61}{space 4}-.0667175{col 74}{space 3} .3821987
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.804
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0940
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 316.713
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.508
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}child_num ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) child_num $citycontrol $weathercontrol, abs(ranking) cluster(des_city)
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   321{txt}{col 55}Number of obs = {res}   82523
{txt}{col 55}F( 11,   320) = {res}    4.03
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4293.437021{txt}{col 55}Centered R2   = {res} -0.0122
{txt}Total (uncentered) SS   = {res} 4293.437021{txt}{col 55}Uncentered R2 = {res} -0.0122
{txt}Residual SS             = {res} 4345.761222{txt}{col 55}Root MSE      = {res}   .2295

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0006104{col 33}{space 2} .0012866{col 44}{space 1}   -0.47{col 53}{space 3}0.636{col 61}{space 4}-.0031416{col 74}{space 3} .0019208
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0080926{col 33}{space 2} .0044721{col 44}{space 1}   -1.81{col 53}{space 3}0.071{col 61}{space 4}-.0168911{col 74}{space 3} .0007059
{txt}{space 10}child_num {c |}{col 21}{res}{space 2} -.006181{col 33}{space 2}   .00129{col 44}{space 1}   -4.79{col 53}{space 3}0.000{col 61}{space 4}-.0087189{col 74}{space 3} -.003643
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0051053{col 33}{space 2}  .008228{col 44}{space 1}   -0.62{col 53}{space 3}0.535{col 61}{space 4}-.0212931{col 74}{space 3} .0110825
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0024223{col 33}{space 2} .0043524{col 44}{space 1}    0.56{col 53}{space 3}0.578{col 61}{space 4}-.0061407{col 74}{space 3} .0109852
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0069391{col 33}{space 2} .0095823{col 44}{space 1}   -0.72{col 53}{space 3}0.469{col 61}{space 4}-.0257914{col 74}{space 3} .0119132
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0036804{col 33}{space 2} .0107468{col 44}{space 1}   -0.34{col 53}{space 3}0.732{col 61}{space 4}-.0248236{col 74}{space 3} .0174628
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}-7.27e-06{col 33}{space 2} .0001938{col 44}{space 1}   -0.04{col 53}{space 3}0.970{col 61}{space 4}-.0003886{col 74}{space 3} .0003741
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 6.46e-07{col 33}{space 2} 6.33e-07{col 44}{space 1}    1.02{col 53}{space 3}0.308{col 61}{space 4}-5.99e-07{col 74}{space 3} 1.89e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0000701{col 33}{space 2} .0003602{col 44}{space 1}   -0.19{col 53}{space 3}0.846{col 61}{space 4}-.0007788{col 74}{space 3} .0006387
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-8.01e-07{col 33}{space 2} 6.02e-06{col 44}{space 1}   -0.13{col 53}{space 3}0.894{col 61}{space 4}-.0000127{col 74}{space 3}  .000011
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.353
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1250
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 318.967
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.271
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}child_num ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) child_num $citycontrol $weathercontrol, abs(ranking birthyear) cluster(des_city)
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   321{txt}{col 55}Number of obs = {res}   82523
{txt}{col 55}F( 11,   320) = {res}   60.94
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 3991.779481{txt}{col 55}Centered R2   = {res}  0.0136
{txt}Total (uncentered) SS   = {res} 3991.779481{txt}{col 55}Uncentered R2 = {res}  0.0136
{txt}Residual SS             = {res} 3937.507614{txt}{col 55}Root MSE      = {res}   .2185

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} .0000362{col 33}{space 2} .0004092{col 44}{space 1}    0.09{col 53}{space 3}0.930{col 61}{space 4}-.0007688{col 74}{space 3} .0008412
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}  .001651{col 33}{space 2} .0032705{col 44}{space 1}    0.50{col 53}{space 3}0.614{col 61}{space 4}-.0047835{col 74}{space 3} .0080855
{txt}{space 10}child_num {c |}{col 21}{res}{space 2} .0312073{col 33}{space 2} .0015986{col 44}{space 1}   19.52{col 53}{space 3}0.000{col 61}{space 4} .0280623{col 74}{space 3} .0343523
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0038211{col 33}{space 2} .0027603{col 44}{space 1}   -1.38{col 53}{space 3}0.167{col 61}{space 4}-.0092518{col 74}{space 3} .0016096
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0005475{col 33}{space 2} .0019608{col 44}{space 1}    0.28{col 53}{space 3}0.780{col 61}{space 4}-.0033103{col 74}{space 3} .0044053
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0011424{col 33}{space 2} .0056344{col 44}{space 1}    0.20{col 53}{space 3}0.839{col 61}{space 4}-.0099428{col 74}{space 3} .0122275
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0000888{col 33}{space 2} .0030676{col 44}{space 1}    0.03{col 53}{space 3}0.977{col 61}{space 4}-.0059464{col 74}{space 3}  .006124
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0000717{col 33}{space 2} .0001067{col 44}{space 1}    0.67{col 53}{space 3}0.502{col 61}{space 4}-.0001383{col 74}{space 3} .0002817
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-3.65e-07{col 33}{space 2} 3.43e-07{col 44}{space 1}   -1.06{col 53}{space 3}0.288{col 61}{space 4}-1.04e-06{col 74}{space 3} 3.10e-07
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0003088{col 33}{space 2} .0002265{col 44}{space 1}   -1.36{col 53}{space 3}0.174{col 61}{space 4}-.0007545{col 74}{space 3} .0001368
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-3.23e-07{col 33}{space 2} 2.68e-06{col 44}{space 1}   -0.12{col 53}{space 3}0.904{col 61}{space 4}-5.60e-06{col 74}{space 3} 4.95e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.198
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1382
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 293.772
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.169
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}child_num ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) child_num $citycontrol $weathercontrol, abs(ranking#birthyear) cluster(des_city)
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   321{txt}{col 55}Number of obs = {res}   82523
{txt}{col 55}F( 11,   320) = {res}   59.48
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 3988.814686{txt}{col 55}Centered R2   = {res}  0.0135
{txt}Total (uncentered) SS   = {res} 3988.814686{txt}{col 55}Uncentered R2 = {res}  0.0135
{txt}Residual SS             = {res} 3935.089182{txt}{col 55}Root MSE      = {res}   .2185

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} .0000277{col 33}{space 2} .0004191{col 44}{space 1}    0.07{col 53}{space 3}0.947{col 61}{space 4}-.0007969{col 74}{space 3} .0008524
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2} .0017425{col 33}{space 2} .0032959{col 44}{space 1}    0.53{col 53}{space 3}0.597{col 61}{space 4}-.0047419{col 74}{space 3}  .008227
{txt}{space 10}child_num {c |}{col 21}{res}{space 2} .0312298{col 33}{space 2} .0016158{col 44}{space 1}   19.33{col 53}{space 3}0.000{col 61}{space 4} .0280508{col 74}{space 3} .0344088
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0038919{col 33}{space 2} .0028218{col 44}{space 1}   -1.38{col 53}{space 3}0.169{col 61}{space 4}-.0094435{col 74}{space 3} .0016597
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0005554{col 33}{space 2} .0019914{col 44}{space 1}    0.28{col 53}{space 3}0.780{col 61}{space 4}-.0033625{col 74}{space 3} .0044734
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0011136{col 33}{space 2} .0055977{col 44}{space 1}    0.20{col 53}{space 3}0.842{col 61}{space 4}-.0098993{col 74}{space 3} .0121264
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0001269{col 33}{space 2} .0031541{col 44}{space 1}    0.04{col 53}{space 3}0.968{col 61}{space 4}-.0060785{col 74}{space 3} .0063323
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0000736{col 33}{space 2} .0001074{col 44}{space 1}    0.69{col 53}{space 3}0.494{col 61}{space 4}-.0001378{col 74}{space 3}  .000285
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-3.58e-07{col 33}{space 2} 3.44e-07{col 44}{space 1}   -1.04{col 53}{space 3}0.300{col 61}{space 4}-1.03e-06{col 74}{space 3} 3.20e-07
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0003018{col 33}{space 2}  .000228{col 44}{space 1}   -1.32{col 53}{space 3}0.186{col 61}{space 4}-.0007504{col 74}{space 3} .0001467
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-4.03e-07{col 33}{space 2} 2.71e-06{col 44}{space 1}   -0.15{col 53}{space 3}0.882{col 61}{space 4}-5.74e-06{col 74}{space 3} 4.93e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.201
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1379
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 293.373
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.171
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}child_num ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel A
. keep if (child_num == 0)|(child_num == 1&give_birth==1)|(child_num == 2 &give_birth==1&second_baby == 1)
{txt}(71,420 observations deleted)

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol, abs( ) cluster(des_city)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   278{txt}{col 55}Number of obs = {res}   11103
{txt}{col 55}F( 10,   277) = {res}    9.21
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 2574.316131{txt}{col 55}Centered R2   = {res}  0.0185
{txt}Total (uncentered) SS   = {res}        4056{txt}{col 55}Uncentered R2 = {res}  0.3770
{txt}Residual SS             = {res} 2526.697886{txt}{col 55}Root MSE      = {res}    .477

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0001018{col 33}{space 2} .0021628{col 44}{space 1}   -0.05{col 53}{space 3}0.962{col 61}{space 4}-.0043408{col 74}{space 3} .0041371
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0015971{col 33}{space 2} .0123108{col 44}{space 1}   -0.13{col 53}{space 3}0.897{col 61}{space 4}-.0257259{col 74}{space 3} .0225317
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0004526{col 33}{space 2} .0203193{col 44}{space 1}   -0.02{col 53}{space 3}0.982{col 61}{space 4}-.0402778{col 74}{space 3} .0393726
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0016787{col 33}{space 2} .0134384{col 44}{space 1}    0.12{col 53}{space 3}0.901{col 61}{space 4}-.0246601{col 74}{space 3} .0280174
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0005635{col 33}{space 2} .0250234{col 44}{space 1}    0.02{col 53}{space 3}0.982{col 61}{space 4}-.0484815{col 74}{space 3} .0496086
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}  .008766{col 33}{space 2} .0041557{col 44}{space 1}    2.11{col 53}{space 3}0.035{col 61}{space 4} .0006209{col 74}{space 3}  .016911
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}  .000215{col 33}{space 2} .0004535{col 44}{space 1}    0.47{col 53}{space 3}0.635{col 61}{space 4}-.0006739{col 74}{space 3} .0011039
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-8.58e-06{col 33}{space 2} 1.91e-06{col 44}{space 1}   -4.50{col 53}{space 3}0.000{col 61}{space 4}-.0000123{col 74}{space 3}-4.85e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} .0007814{col 33}{space 2} .0013267{col 44}{space 1}    0.59{col 53}{space 3}0.556{col 61}{space 4}-.0018188{col 74}{space 3} .0033816
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} .0000157{col 33}{space 2} .0000128{col 44}{space 1}    1.23{col 53}{space 3}0.219{col 61}{space 4}-9.33e-06{col 74}{space 3} .0000407
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .4555152{col 33}{space 2} .2515576{col 44}{space 1}    1.81{col 53}{space 3}0.070{col 61}{space 4}-.0375286{col 74}{space 3}  .948559
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   4.300
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0381
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}  65.601
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.434
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol, abs(ranking) cluster(des_city)
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   278{txt}{col 55}Number of obs = {res}   11103
{txt}{col 55}F( 10,   277) = {res}   10.20
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 2570.593794{txt}{col 55}Centered R2   = {res}  0.0202
{txt}Total (uncentered) SS   = {res} 2570.593794{txt}{col 55}Uncentered R2 = {res}  0.0202
{txt}Residual SS             = {res} 2518.661088{txt}{col 55}Root MSE      = {res}   .4765

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} -.000465{col 33}{space 2} .0019747{col 44}{space 1}   -0.24{col 53}{space 3}0.814{col 61}{space 4}-.0043524{col 74}{space 3} .0034223
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0006145{col 33}{space 2} .0104717{col 44}{space 1}   -0.06{col 53}{space 3}0.953{col 61}{space 4}-.0212288{col 74}{space 3} .0199998
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .0016332{col 33}{space 2} .0172664{col 44}{space 1}    0.09{col 53}{space 3}0.925{col 61}{space 4}-.0323568{col 74}{space 3} .0356233
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0045449{col 33}{space 2} .0094171{col 44}{space 1}    0.48{col 53}{space 3}0.630{col 61}{space 4}-.0139932{col 74}{space 3}  .023083
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}  .010364{col 33}{space 2} .0195027{col 44}{space 1}    0.53{col 53}{space 3}0.596{col 61}{space 4}-.0280283{col 74}{space 3} .0487563
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0294079{col 33}{space 2}   .01429{col 44}{space 1}   -2.06{col 53}{space 3}0.041{col 61}{space 4}-.0575386{col 74}{space 3}-.0012771
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0004232{col 33}{space 2} .0004119{col 44}{space 1}    1.03{col 53}{space 3}0.305{col 61}{space 4}-.0003877{col 74}{space 3} .0012341
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-6.91e-06{col 33}{space 2} 1.81e-06{col 44}{space 1}   -3.81{col 53}{space 3}0.000{col 61}{space 4}-.0000105{col 74}{space 3}-3.34e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} .0007474{col 33}{space 2} .0011754{col 44}{space 1}    0.64{col 53}{space 3}0.525{col 61}{space 4}-.0015664{col 74}{space 3} .0030613
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} 8.33e-06{col 33}{space 2} .0000119{col 44}{space 1}    0.70{col 53}{space 3}0.484{col 61}{space 4}-.0000151{col 74}{space 3} .0000318
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   3.973
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0462
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}  65.264
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.260
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol, abs(ranking birthyear) cluster(des_city)
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   278{txt}{col 55}Number of obs = {res}   11103
{txt}{col 55}F( 10,   277) = {res}   10.29
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res}   2522.1266{txt}{col 55}Centered R2   = {res}  0.0183
{txt}Total (uncentered) SS   = {res}   2522.1266{txt}{col 55}Uncentered R2 = {res}  0.0183
{txt}Residual SS             = {res} 2475.972102{txt}{col 55}Root MSE      = {res}   .4732

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0006231{col 33}{space 2} .0020914{col 44}{space 1}   -0.30{col 53}{space 3}0.766{col 61}{space 4}-.0047401{col 74}{space 3} .0034939
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0033663{col 33}{space 2}  .010527{col 44}{space 1}   -0.32{col 53}{space 3}0.749{col 61}{space 4}-.0240893{col 74}{space 3} .0173568
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .0031819{col 33}{space 2}  .017723{col 44}{space 1}    0.18{col 53}{space 3}0.858{col 61}{space 4} -.031707{col 74}{space 3} .0380708
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0055876{col 33}{space 2} .0086187{col 44}{space 1}    0.65{col 53}{space 3}0.517{col 61}{space 4}-.0113788{col 74}{space 3}  .022554
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}  .009489{col 33}{space 2} .0191114{col 44}{space 1}    0.50{col 53}{space 3}0.620{col 61}{space 4}-.0281331{col 74}{space 3}  .047111
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0298027{col 33}{space 2} .0158147{col 44}{space 1}   -1.88{col 53}{space 3}0.061{col 61}{space 4} -.060935{col 74}{space 3} .0013295
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0003248{col 33}{space 2} .0004091{col 44}{space 1}    0.79{col 53}{space 3}0.428{col 61}{space 4}-.0004805{col 74}{space 3} .0011301
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-7.05e-06{col 33}{space 2} 1.77e-06{col 44}{space 1}   -3.99{col 53}{space 3}0.000{col 61}{space 4}-.0000105{col 74}{space 3}-3.57e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} .0010316{col 33}{space 2} .0011493{col 44}{space 1}    0.90{col 53}{space 3}0.370{col 61}{space 4}-.0012309{col 74}{space 3} .0032941
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} 9.03e-06{col 33}{space 2} .0000122{col 44}{space 1}    0.74{col 53}{space 3}0.461{col 61}{space 4} -.000015{col 74}{space 3} .0000331
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   3.824
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0505
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}  61.472
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.128
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol, abs(ranking#birthyear) cluster(des_city)
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   278{txt}{col 55}Number of obs = {res}   11103
{txt}{col 55}F( 10,   277) = {res}   11.17
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 2512.327165{txt}{col 55}Centered R2   = {res}  0.0182
{txt}Total (uncentered) SS   = {res} 2512.327165{txt}{col 55}Uncentered R2 = {res}  0.0182
{txt}Residual SS             = {res} 2466.543467{txt}{col 55}Root MSE      = {res}   .4731

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0007393{col 33}{space 2} .0019902{col 44}{space 1}   -0.37{col 53}{space 3}0.711{col 61}{space 4}-.0046572{col 74}{space 3} .0031786
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2} -.003149{col 33}{space 2} .0103147{col 44}{space 1}   -0.31{col 53}{space 3}0.760{col 61}{space 4}-.0234542{col 74}{space 3} .0171563
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .0007034{col 33}{space 2} .0163157{col 44}{space 1}    0.04{col 53}{space 3}0.966{col 61}{space 4}-.0314152{col 74}{space 3} .0328219
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0053151{col 33}{space 2} .0078664{col 44}{space 1}    0.68{col 53}{space 3}0.500{col 61}{space 4}-.0101704{col 74}{space 3} .0208006
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0091571{col 33}{space 2} .0184404{col 44}{space 1}    0.50{col 53}{space 3}0.620{col 61}{space 4} -.027144{col 74}{space 3} .0454583
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0293445{col 33}{space 2} .0152594{col 44}{space 1}   -1.92{col 53}{space 3}0.056{col 61}{space 4}-.0593836{col 74}{space 3} .0006947
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0003524{col 33}{space 2} .0003953{col 44}{space 1}    0.89{col 53}{space 3}0.374{col 61}{space 4}-.0004259{col 74}{space 3} .0011306
{txt}{space 14}tosun {c |}{col 21}{res}{space 2}-6.79e-06{col 33}{space 2} 1.68e-06{col 44}{space 1}   -4.04{col 53}{space 3}0.000{col 61}{space 4}-.0000101{col 74}{space 3}-3.48e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} .0011059{col 33}{space 2} .0011213{col 44}{space 1}    0.99{col 53}{space 3}0.325{col 61}{space 4}-.0011015{col 74}{space 3} .0033133
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} 8.18e-06{col 33}{space 2} .0000118{col 44}{space 1}    0.70{col 53}{space 3}0.488{col 61}{space 4} -.000015{col 74}{space 3} .0000314
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   3.950
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0469
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}  62.562
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.216
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. 
. *Table A20
. use "$workdata\census_minority_reg", clear
{txt}
{com}. keep if rural_hk==0&employed==1
{txt}(71,878 observations deleted)

{com}. *Panel B
. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) child_num $citycontrol $weathercontrol, abs( ) cluster(des_city)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   271{txt}{col 55}Number of obs = {res}   10645
{txt}{col 55}F( 11,   270) = {res}    0.71
{txt}{col 55}Prob > F      = {res}  0.7332
{txt}Total (centered) SS     = {res} 339.4263974{txt}{col 55}Centered R2   = {res} -0.0556
{txt}Total (uncentered) SS   = {res}         351{txt}{col 55}Uncentered R2 = {res} -0.0208
{txt}Residual SS             = {res}  358.296034{txt}{col 55}Root MSE      = {res}   .1835

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} -.000859{col 33}{space 2} .0016502{col 44}{space 1}   -0.52{col 53}{space 3}0.603{col 61}{space 4}-.0040932{col 74}{space 3} .0023753
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0116397{col 33}{space 2} .0109496{col 44}{space 1}   -1.06{col 53}{space 3}0.288{col 61}{space 4}-.0331005{col 74}{space 3} .0098211
{txt}{space 10}child_num {c |}{col 21}{res}{space 2} .0002291{col 33}{space 2} .0051472{col 44}{space 1}    0.04{col 53}{space 3}0.964{col 61}{space 4}-.0098592{col 74}{space 3} .0103175
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0096441{col 33}{space 2} .0126352{col 44}{space 1}   -0.76{col 53}{space 3}0.445{col 61}{space 4}-.0344086{col 74}{space 3} .0151204
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0014805{col 33}{space 2} .0052816{col 44}{space 1}    0.28{col 53}{space 3}0.779{col 61}{space 4}-.0088713{col 74}{space 3} .0118322
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0104049{col 33}{space 2} .0149404{col 44}{space 1}   -0.70{col 53}{space 3}0.486{col 61}{space 4}-.0396876{col 74}{space 3} .0188778
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0029837{col 33}{space 2} .0038877{col 44}{space 1}   -0.77{col 53}{space 3}0.443{col 61}{space 4}-.0106035{col 74}{space 3} .0046361
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}-.0001396{col 33}{space 2} .0002839{col 44}{space 1}   -0.49{col 53}{space 3}0.623{col 61}{space 4} -.000696{col 74}{space 3} .0004168
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.56e-06{col 33}{space 2} 1.44e-06{col 44}{space 1}    1.09{col 53}{space 3}0.276{col 61}{space 4}-1.25e-06{col 74}{space 3} 4.38e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} .0003014{col 33}{space 2} .0007812{col 44}{space 1}    0.39{col 53}{space 3}0.700{col 61}{space 4}-.0012298{col 74}{space 3} .0018326
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} 9.60e-07{col 33}{space 2} 4.02e-06{col 44}{space 1}    0.24{col 53}{space 3}0.811{col 61}{space 4}-6.91e-06{col 74}{space 3} 8.83e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .1987642{col 33}{space 2} .2476666{col 44}{space 1}    0.80{col 53}{space 3}0.422{col 61}{space 4}-.2866535{col 74}{space 3} .6841819
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.111
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.2918
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}  32.315
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.501
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}child_num ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) child_num $citycontrol $weathercontrol, abs(ranking) cluster(des_city)
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   271{txt}{col 55}Number of obs = {res}   10645
{txt}{col 55}F( 11,   270) = {res}    1.04
{txt}{col 55}Prob > F      = {res}  0.4081
{txt}Total (centered) SS     = {res} 339.4230186{txt}{col 55}Centered R2   = {res} -0.0447
{txt}Total (uncentered) SS   = {res} 339.4230186{txt}{col 55}Uncentered R2 = {res} -0.0447
{txt}Residual SS             = {res} 354.5965514{txt}{col 55}Root MSE      = {res}   .1826

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0009088{col 33}{space 2} .0016719{col 44}{space 1}   -0.54{col 53}{space 3}0.587{col 61}{space 4}-.0042005{col 74}{space 3} .0023829
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0106743{col 33}{space 2} .0072173{col 44}{space 1}   -1.48{col 53}{space 3}0.140{col 61}{space 4}-.0248837{col 74}{space 3} .0035351
{txt}{space 10}child_num {c |}{col 21}{res}{space 2} .0006542{col 33}{space 2} .0040985{col 44}{space 1}    0.16{col 53}{space 3}0.873{col 61}{space 4} -.007415{col 74}{space 3} .0087233
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0095306{col 33}{space 2} .0114488{col 44}{space 1}   -0.83{col 53}{space 3}0.406{col 61}{space 4} -.032071{col 74}{space 3} .0130098
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0015639{col 33}{space 2} .0049399{col 44}{space 1}    0.32{col 53}{space 3}0.752{col 61}{space 4}-.0081617{col 74}{space 3} .0112895
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} -.007581{col 33}{space 2} .0108147{col 44}{space 1}   -0.70{col 53}{space 3}0.484{col 61}{space 4}-.0288728{col 74}{space 3} .0137107
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0065217{col 33}{space 2} .0158727{col 44}{space 1}   -0.41{col 53}{space 3}0.681{col 61}{space 4}-.0377716{col 74}{space 3} .0247282
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}-.0000886{col 33}{space 2} .0002541{col 44}{space 1}   -0.35{col 53}{space 3}0.727{col 61}{space 4}-.0005889{col 74}{space 3} .0004116
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.56e-06{col 33}{space 2} 1.29e-06{col 44}{space 1}    1.21{col 53}{space 3}0.227{col 61}{space 4}-9.78e-07{col 74}{space 3} 4.10e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} .0002776{col 33}{space 2} .0007334{col 44}{space 1}    0.38{col 53}{space 3}0.705{col 61}{space 4}-.0011664{col 74}{space 3} .0017216
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} 4.07e-08{col 33}{space 2} 4.86e-06{col 44}{space 1}    0.01{col 53}{space 3}0.993{col 61}{space 4}-9.53e-06{col 74}{space 3} 9.61e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.324
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1274
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}  55.212
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.097
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}child_num ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) child_num $citycontrol $weathercontrol, abs(ranking birthyear) cluster(des_city)
{res}{txt}(dropped 1 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   271{txt}{col 55}Number of obs = {res}   10644
{txt}{col 55}F( 11,   270) = {res}    9.02
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 319.5180127{txt}{col 55}Centered R2   = {res} -0.0040
{txt}Total (uncentered) SS   = {res} 319.5180127{txt}{col 55}Uncentered R2 = {res} -0.0040
{txt}Residual SS             = {res} 320.7874147{txt}{col 55}Root MSE      = {res}    .174

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0000852{col 33}{space 2} .0010569{col 44}{space 1}   -0.08{col 53}{space 3}0.936{col 61}{space 4}-.0021659{col 74}{space 3} .0019955
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0056158{col 33}{space 2} .0049409{col 44}{space 1}   -1.14{col 53}{space 3}0.257{col 61}{space 4}-.0153434{col 74}{space 3} .0041118
{txt}{space 10}child_num {c |}{col 21}{res}{space 2} .0284268{col 33}{space 2} .0044692{col 44}{space 1}    6.36{col 53}{space 3}0.000{col 61}{space 4} .0196279{col 74}{space 3} .0372257
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0042482{col 33}{space 2} .0070647{col 44}{space 1}   -0.60{col 53}{space 3}0.548{col 61}{space 4}-.0181571{col 74}{space 3} .0096607
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0027487{col 33}{space 2} .0026926{col 44}{space 1}    1.02{col 53}{space 3}0.308{col 61}{space 4}-.0025524{col 74}{space 3} .0080499
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} -.008565{col 33}{space 2} .0079782{col 44}{space 1}   -1.07{col 53}{space 3}0.284{col 61}{space 4}-.0242723{col 74}{space 3} .0071424
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0002288{col 33}{space 2}  .010394{col 44}{space 1}    0.02{col 53}{space 3}0.982{col 61}{space 4}-.0202348{col 74}{space 3} .0206924
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}-.0001224{col 33}{space 2} .0001615{col 44}{space 1}   -0.76{col 53}{space 3}0.449{col 61}{space 4}-.0004404{col 74}{space 3} .0001955
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 3.66e-07{col 33}{space 2} 9.25e-07{col 44}{space 1}    0.40{col 53}{space 3}0.692{col 61}{space 4}-1.46e-06{col 74}{space 3} 2.19e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} .0000265{col 33}{space 2}   .00051{col 44}{space 1}    0.05{col 53}{space 3}0.959{col 61}{space 4}-.0009777{col 74}{space 3} .0010306
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} 2.52e-06{col 33}{space 2} 3.05e-06{col 44}{space 1}    0.82{col 53}{space 3}0.410{col 61}{space 4}-3.49e-06{col 74}{space 3} 8.53e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.245
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1340
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}  52.254
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.052
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}child_num ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       34{col 27}{space 1}        1{col 39}{result}{space 1}       33{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) child_num $citycontrol $weathercontrol, abs(ranking#birthyear) cluster(des_city)
{res}{txt}(dropped 2 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   271{txt}{col 55}Number of obs = {res}   10643
{txt}{col 55}F( 11,   270) = {res}    9.62
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 317.6069334{txt}{col 55}Centered R2   = {res} -0.0022
{txt}Total (uncentered) SS   = {res} 317.6069334{txt}{col 55}Uncentered R2 = {res} -0.0022
{txt}Residual SS             = {res} 318.3026692{txt}{col 55}Root MSE      = {res}   .1736

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0000691{col 33}{space 2} .0010262{col 44}{space 1}   -0.07{col 53}{space 3}0.946{col 61}{space 4}-.0020895{col 74}{space 3} .0019513
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0053219{col 33}{space 2} .0048192{col 44}{space 1}   -1.10{col 53}{space 3}0.270{col 61}{space 4}-.0148099{col 74}{space 3} .0041661
{txt}{space 10}child_num {c |}{col 21}{res}{space 2} .0286418{col 33}{space 2} .0043602{col 44}{space 1}    6.57{col 53}{space 3}0.000{col 61}{space 4} .0200574{col 74}{space 3} .0372262
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0041553{col 33}{space 2} .0067842{col 44}{space 1}   -0.61{col 53}{space 3}0.541{col 61}{space 4}-.0175119{col 74}{space 3} .0092014
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0024885{col 33}{space 2} .0026047{col 44}{space 1}    0.96{col 53}{space 3}0.340{col 61}{space 4}-.0026395{col 74}{space 3} .0076166
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0090519{col 33}{space 2} .0073946{col 44}{space 1}   -1.22{col 53}{space 3}0.222{col 61}{space 4}-.0236102{col 74}{space 3} .0055065
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0007822{col 33}{space 2} .0101084{col 44}{space 1}    0.08{col 53}{space 3}0.938{col 61}{space 4}-.0191192{col 74}{space 3} .0206836
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}-.0001186{col 33}{space 2} .0001532{col 44}{space 1}   -0.77{col 53}{space 3}0.439{col 61}{space 4}-.0004202{col 74}{space 3}  .000183
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 3.47e-07{col 33}{space 2} 8.84e-07{col 44}{space 1}    0.39{col 53}{space 3}0.695{col 61}{space 4}-1.39e-06{col 74}{space 3} 2.09e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} .0000246{col 33}{space 2} .0005018{col 44}{space 1}    0.05{col 53}{space 3}0.961{col 61}{space 4}-.0009633{col 74}{space 3} .0010126
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} 2.53e-06{col 33}{space 2} 2.93e-06{col 44}{space 1}    0.86{col 53}{space 3}0.388{col 61}{space 4}-3.23e-06{col 74}{space 3} 8.30e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.223
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1360
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}  50.992
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.038
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}child_num ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       66{col 35}{space 1}        0{col 47}{result}{space 1}       66{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel A
. keep if (child_num == 0)|(child_num == 1&give_birth==1)|(child_num == 2 &give_birth==1&second_baby == 1)
{txt}(9,146 observations deleted)

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol, abs( ) cluster(des_city)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   198{txt}{col 55}Number of obs = {res}    1499
{txt}{col 55}F( 10,   197) = {res}    1.92
{txt}{col 55}Prob > F      = {res}  0.0443
{txt}Total (centered) SS     = {res} 263.9719813{txt}{col 55}Centered R2   = {res} -0.1589
{txt}Total (uncentered) SS   = {res}         342{txt}{col 55}Uncentered R2 = {res}  0.1055
{txt}Residual SS             = {res} 305.9070831{txt}{col 55}Root MSE      = {res}   .4517

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} .0010939{col 33}{space 2} .0073743{col 44}{space 1}    0.15{col 53}{space 3}0.882{col 61}{space 4}-.0133595{col 74}{space 3} .0155472
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0408435{col 33}{space 2} .0417368{col 44}{space 1}   -0.98{col 53}{space 3}0.328{col 61}{space 4}-.1226461{col 74}{space 3} .0409592
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.006437{col 33}{space 2}  .052309{col 44}{space 1}   -0.12{col 53}{space 3}0.902{col 61}{space 4}-.1089609{col 74}{space 3} .0960868
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0147638{col 33}{space 2} .0170581{col 44}{space 1}    0.87{col 53}{space 3}0.387{col 61}{space 4}-.0186695{col 74}{space 3} .0481971
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} -.056779{col 33}{space 2} .0652889{col 44}{space 1}   -0.87{col 53}{space 3}0.384{col 61}{space 4} -.184743{col 74}{space 3}  .071185
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0027633{col 33}{space 2} .0170292{col 44}{space 1}    0.16{col 53}{space 3}0.871{col 61}{space 4}-.0306133{col 74}{space 3} .0361398
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}-.0012743{col 33}{space 2} .0013405{col 44}{space 1}   -0.95{col 53}{space 3}0.342{col 61}{space 4}-.0039017{col 74}{space 3}  .001353
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 2.44e-07{col 33}{space 2} 6.51e-06{col 44}{space 1}    0.04{col 53}{space 3}0.970{col 61}{space 4}-.0000125{col 74}{space 3}  .000013
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} .0028676{col 33}{space 2} .0043007{col 44}{space 1}    0.67{col 53}{space 3}0.505{col 61}{space 4}-.0055615{col 74}{space 3} .0112967
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} .0000232{col 33}{space 2}  .000021{col 44}{space 1}    1.11{col 53}{space 3}0.268{col 61}{space 4}-.0000179{col 74}{space 3} .0000643
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .6809911{col 33}{space 2} .9495799{col 44}{space 1}    0.72{col 53}{space 3}0.473{col 61}{space 4}-1.180151{col 74}{space 3} 2.542134
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.731
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1882
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}   5.813
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.787
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol, abs(ranking) cluster(des_city)
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   198{txt}{col 55}Number of obs = {res}    1499
{txt}{col 55}F( 10,   197) = {res}    1.35
{txt}{col 55}Prob > F      = {res}  0.2049
{txt}Total (centered) SS     = {res} 261.6987157{txt}{col 55}Centered R2   = {res} -0.1540
{txt}Total (uncentered) SS   = {res} 261.6987157{txt}{col 55}Uncentered R2 = {res} -0.1540
{txt}Residual SS             = {res} 301.9900453{txt}{col 55}Root MSE      = {res}   .4507

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} .0009345{col 33}{space 2} .0079094{col 44}{space 1}    0.12{col 53}{space 3}0.906{col 61}{space 4}-.0146635{col 74}{space 3} .0165325
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0394146{col 33}{space 2} .0355277{col 44}{space 1}   -1.11{col 53}{space 3}0.269{col 61}{space 4} -.109478{col 74}{space 3} .0306488
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0065443{col 33}{space 2}  .051883{col 44}{space 1}   -0.13{col 53}{space 3}0.900{col 61}{space 4}-.1088616{col 74}{space 3}  .095773
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0147862{col 33}{space 2} .0166704{col 44}{space 1}    0.89{col 53}{space 3}0.376{col 61}{space 4}-.0180892{col 74}{space 3} .0476616
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} -.052103{col 33}{space 2} .0578791{col 44}{space 1}   -0.90{col 53}{space 3}0.369{col 61}{space 4}-.1662453{col 74}{space 3} .0620392
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0060564{col 33}{space 2} .0674917{col 44}{space 1}   -0.09{col 53}{space 3}0.929{col 61}{space 4}-.1391553{col 74}{space 3} .1270426
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}-.0011758{col 33}{space 2} .0013414{col 44}{space 1}   -0.88{col 53}{space 3}0.382{col 61}{space 4}-.0038211{col 74}{space 3} .0014695
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 4.82e-07{col 33}{space 2} 7.03e-06{col 44}{space 1}    0.07{col 53}{space 3}0.945{col 61}{space 4}-.0000134{col 74}{space 3} .0000144
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} .0028344{col 33}{space 2} .0042228{col 44}{space 1}    0.67{col 53}{space 3}0.503{col 61}{space 4}-.0054934{col 74}{space 3} .0111621
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} .0000209{col 33}{space 2} .0000254{col 44}{space 1}    0.83{col 53}{space 3}0.410{col 61}{space 4}-.0000291{col 74}{space 3}  .000071
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.326
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1272
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}   7.373
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.122
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol, abs(ranking birthyear) cluster(des_city)
{res}{txt}(dropped 2 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   198{txt}{col 55}Number of obs = {res}    1497
{txt}{col 55}F( 10,   197) = {res}    1.20
{txt}{col 55}Prob > F      = {res}  0.2907
{txt}Total (centered) SS     = {res} 253.8084754{txt}{col 55}Centered R2   = {res} -0.1583
{txt}Total (uncentered) SS   = {res} 253.8084754{txt}{col 55}Uncentered R2 = {res} -0.1583
{txt}Residual SS             = {res} 293.9987767{txt}{col 55}Root MSE      = {res}   .4498

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2} .0002564{col 33}{space 2} .0079217{col 44}{space 1}    0.03{col 53}{space 3}0.974{col 61}{space 4}-.0153659{col 74}{space 3} .0158787
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0402622{col 33}{space 2} .0346041{col 44}{space 1}   -1.16{col 53}{space 3}0.246{col 61}{space 4}-.1085043{col 74}{space 3} .0279799
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0115102{col 33}{space 2} .0529067{col 44}{space 1}   -0.22{col 53}{space 3}0.828{col 61}{space 4}-.1158464{col 74}{space 3}  .092826
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0130233{col 33}{space 2} .0176079{col 44}{space 1}    0.74{col 53}{space 3}0.460{col 61}{space 4}-.0217008{col 74}{space 3} .0477475
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0533254{col 33}{space 2} .0544305{col 44}{space 1}   -0.98{col 53}{space 3}0.328{col 61}{space 4}-.1606666{col 74}{space 3} .0540159
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0108491{col 33}{space 2} .0677834{col 44}{space 1}   -0.16{col 53}{space 3}0.873{col 61}{space 4}-.1445232{col 74}{space 3}  .122825
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}-.0011051{col 33}{space 2} .0013395{col 44}{space 1}   -0.82{col 53}{space 3}0.410{col 61}{space 4}-.0037467{col 74}{space 3} .0015365
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 9.56e-07{col 33}{space 2} 6.96e-06{col 44}{space 1}    0.14{col 53}{space 3}0.891{col 61}{space 4}-.0000128{col 74}{space 3} .0000147
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} .0026026{col 33}{space 2} .0041487{col 44}{space 1}    0.63{col 53}{space 3}0.531{col 61}{space 4} -.005579{col 74}{space 3} .0107842
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2} .0000189{col 33}{space 2} .0000258{col 44}{space 1}    0.73{col 53}{space 3}0.465{col 61}{space 4} -.000032{col 74}{space 3} .0000699
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.521
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1123
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}   7.344
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.173
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       33{col 27}{space 1}        1{col 39}{result}{space 1}       32{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol, abs(ranking#birthyear) cluster(des_city)
{res}{txt}(dropped 5 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   198{txt}{col 55}Number of obs = {res}    1494
{txt}{col 55}F( 10,   197) = {res}    1.12
{txt}{col 55}Prob > F      = {res}  0.3477
{txt}Total (centered) SS     = {res} 249.2183766{txt}{col 55}Centered R2   = {res} -0.1919
{txt}Total (uncentered) SS   = {res} 249.2183766{txt}{col 55}Uncentered R2 = {res} -0.1919
{txt}Residual SS             = {res} 297.0496643{txt}{col 55}Root MSE      = {res}   .4571

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0002257{col 33}{space 2} .0085185{col 44}{space 1}   -0.03{col 53}{space 3}0.979{col 61}{space 4}-.0170249{col 74}{space 3} .0165735
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0447952{col 33}{space 2} .0396502{col 44}{space 1}   -1.13{col 53}{space 3}0.260{col 61}{space 4}-.1229884{col 74}{space 3}  .033398
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0149363{col 33}{space 2} .0576008{col 44}{space 1}   -0.26{col 53}{space 3}0.796{col 61}{space 4}-.1285297{col 74}{space 3}  .098657
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0126485{col 33}{space 2} .0188988{col 44}{space 1}    0.67{col 53}{space 3}0.504{col 61}{space 4}-.0246215{col 74}{space 3} .0499185
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} -.063687{col 33}{space 2} .0588561{col 44}{space 1}   -1.08{col 53}{space 3}0.281{col 61}{space 4}-.1797559{col 74}{space 3} .0523819
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0144571{col 33}{space 2} .0754651{col 44}{space 1}   -0.19{col 53}{space 3}0.848{col 61}{space 4}-.1632804{col 74}{space 3} .1343661
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2}-.0011496{col 33}{space 2} .0013809{col 44}{space 1}   -0.83{col 53}{space 3}0.406{col 61}{space 4}-.0038728{col 74}{space 3} .0015736
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.65e-06{col 33}{space 2} 7.55e-06{col 44}{space 1}    0.22{col 53}{space 3}0.827{col 61}{space 4}-.0000132{col 74}{space 3} .0000165
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} .0022507{col 33}{space 2} .0044049{col 44}{space 1}    0.51{col 53}{space 3}0.610{col 61}{space 4}-.0064362{col 74}{space 3} .0109375
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}  .000019{col 33}{space 2} .0000275{col 44}{space 1}    0.69{col 53}{space 3}0.491{col 61}{space 4}-.0000352{col 74}{space 3} .0000732
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.413
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.1204
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}   6.151
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.084
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       62{col 35}{space 1}        0{col 47}{result}{space 1}       62{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel A21
. use "$workdata\census_han_raw",clear
{txt}
{com}. for var give_birth pm25 dif_pm25_3 thermalstrength2009 dif_thermalstrength_3 avtemp tosun dif_avtemp_3 dif_tosun_3 ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist:drop if X==.

{res}->  drop if give_birth==.
{txt}(0 observations deleted)

{res}->  drop if pm25==.
{txt}(0 observations deleted)

{res}->  drop if dif_pm25_3==.
{txt}(0 observations deleted)

{res}->  drop if thermalstrength2009==.
{txt}(0 observations deleted)

{res}->  drop if dif_thermalstrength_3==.
{txt}(0 observations deleted)

{res}->  drop if avtemp==.
{txt}(0 observations deleted)

{res}->  drop if tosun==.
{txt}(0 observations deleted)

{res}->  drop if dif_avtemp_3==.
{txt}(0 observations deleted)

{res}->  drop if dif_tosun_3==.
{txt}(0 observations deleted)

{res}->  drop if ihs_tj_dist==.
{txt}(0 observations deleted)

{res}->  drop if ihs_sh_dist==.
{txt}(0 observations deleted)

{res}->  drop if ihs_sz_dist==.
{txt}(0 observations deleted)

{res}->  drop if ihs_bigcity_mindist==.
{txt}(0 observations deleted)

{com}. set seed 123456
{txt}
{com}. sample 11103,count
{txt}
{com}. 
. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   318{txt}{col 55}Number of obs = {res}   11103
{txt}{col 55}F( 10,   317) = {res}   21.72
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 2558.108799{txt}{col 55}Centered R2   = {res} -0.0020
{txt}Total (uncentered) SS   = {res}        3997{txt}{col 55}Uncentered R2 = {res}  0.3587
{txt}Residual SS             = {res} 2563.348221{txt}{col 55}Root MSE      = {res}   .4805

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0042964{col 33}{space 2} .0030823{col 44}{space 1}   -1.39{col 53}{space 3}0.163{col 61}{space 4}-.0103377{col 74}{space 3} .0017448
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0191695{col 33}{space 2} .0078958{col 44}{space 1}   -2.43{col 53}{space 3}0.015{col 61}{space 4} -.034645{col 74}{space 3}-.0036939
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0266379{col 33}{space 2} .0233777{col 44}{space 1}   -1.14{col 53}{space 3}0.255{col 61}{space 4}-.0724574{col 74}{space 3} .0191817
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0001096{col 33}{space 2} .0099648{col 44}{space 1}   -0.01{col 53}{space 3}0.991{col 61}{space 4}-.0196402{col 74}{space 3} .0194211
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}  -.00982{col 33}{space 2} .0071249{col 44}{space 1}   -1.38{col 53}{space 3}0.168{col 61}{space 4}-.0237846{col 74}{space 3} .0041446
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0108732{col 33}{space 2} .0054668{col 44}{space 1}    1.99{col 53}{space 3}0.047{col 61}{space 4} .0001585{col 74}{space 3}  .021588
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008226{col 33}{space 2} .0002983{col 44}{space 1}    2.76{col 53}{space 3}0.006{col 61}{space 4} .0002381{col 74}{space 3} .0014072
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 3.63e-06{col 33}{space 2} 3.24e-06{col 44}{space 1}    1.12{col 53}{space 3}0.264{col 61}{space 4}-2.73e-06{col 74}{space 3} 9.98e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0014734{col 33}{space 2} .0011962{col 44}{space 1}   -1.23{col 53}{space 3}0.218{col 61}{space 4} -.003818{col 74}{space 3} .0008712
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000172{col 33}{space 2} .0000104{col 44}{space 1}   -1.65{col 53}{space 3}0.099{col 61}{space 4}-.0000376{col 74}{space 3} 3.23e-06
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .5280057{col 33}{space 2} .3398468{col 44}{space 1}    1.55{col 53}{space 3}0.120{col 61}{space 4}-.1380817{col 74}{space 3} 1.194093
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.963
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0146
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 163.638
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.969
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   318{txt}{col 55}Number of obs = {res}   11103
{txt}{col 55}F( 10,   317) = {res}    7.74
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 2524.652591{txt}{col 55}Centered R2   = {res} -0.0150
{txt}Total (uncentered) SS   = {res} 2524.652591{txt}{col 55}Uncentered R2 = {res} -0.0150
{txt}Residual SS             = {res} 2562.476176{txt}{col 55}Root MSE      = {res}   .4807

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0042723{col 33}{space 2} .0029974{col 44}{space 1}   -1.43{col 53}{space 3}0.155{col 61}{space 4}-.0101696{col 74}{space 3}  .001625
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0190773{col 33}{space 2} .0076489{col 44}{space 1}   -2.49{col 53}{space 3}0.013{col 61}{space 4}-.0341262{col 74}{space 3}-.0040284
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0263139{col 33}{space 2} .0223408{col 44}{space 1}   -1.18{col 53}{space 3}0.240{col 61}{space 4}-.0702689{col 74}{space 3} .0176411
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0000258{col 33}{space 2} .0095263{col 44}{space 1}    0.00{col 53}{space 3}0.998{col 61}{space 4} -.018717{col 74}{space 3} .0187686
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0096225{col 33}{space 2} .0068253{col 44}{space 1}   -1.41{col 53}{space 3}0.160{col 61}{space 4}-.0230511{col 74}{space 3}  .003806
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0060661{col 33}{space 2} .0249685{col 44}{space 1}    0.24{col 53}{space 3}0.808{col 61}{space 4}-.0430589{col 74}{space 3}  .055191
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008151{col 33}{space 2} .0002856{col 44}{space 1}    2.85{col 53}{space 3}0.005{col 61}{space 4} .0002532{col 74}{space 3} .0013771
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 3.60e-06{col 33}{space 2} 3.19e-06{col 44}{space 1}    1.13{col 53}{space 3}0.260{col 61}{space 4}-2.67e-06{col 74}{space 3} 9.88e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2} -.001472{col 33}{space 2} .0012065{col 44}{space 1}   -1.22{col 53}{space 3}0.223{col 61}{space 4}-.0038458{col 74}{space 3} .0009017
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000172{col 33}{space 2} .0000103{col 44}{space 1}   -1.66{col 53}{space 3}0.098{col 61}{space 4}-.0000375{col 74}{space 3} 3.18e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.664
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0098
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 177.956
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.384
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   318{txt}{col 55}Number of obs = {res}   11103
{txt}{col 55}F( 10,   317) = {res}    7.54
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 2510.475162{txt}{col 55}Centered R2   = {res} -0.0167
{txt}Total (uncentered) SS   = {res} 2510.475162{txt}{col 55}Uncentered R2 = {res} -0.0167
{txt}Residual SS             = {res} 2552.364288{txt}{col 55}Root MSE      = {res}   .4805

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0043562{col 33}{space 2} .0030583{col 44}{space 1}   -1.42{col 53}{space 3}0.155{col 61}{space 4}-.0103733{col 74}{space 3} .0016609
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2} -.019753{col 33}{space 2} .0078539{col 44}{space 1}   -2.52{col 53}{space 3}0.012{col 61}{space 4}-.0352053{col 74}{space 3}-.0043007
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0262761{col 33}{space 2} .0229741{col 44}{space 1}   -1.14{col 53}{space 3}0.254{col 61}{space 4} -.071477{col 74}{space 3} .0189249
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0000773{col 33}{space 2} .0097603{col 44}{space 1}    0.01{col 53}{space 3}0.994{col 61}{space 4}-.0191259{col 74}{space 3} .0192806
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} -.009798{col 33}{space 2} .0069704{col 44}{space 1}   -1.41{col 53}{space 3}0.161{col 61}{space 4}-.0235121{col 74}{space 3} .0039162
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0054107{col 33}{space 2} .0252714{col 44}{space 1}    0.21{col 53}{space 3}0.831{col 61}{space 4}-.0443101{col 74}{space 3} .0551315
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008265{col 33}{space 2} .0002914{col 44}{space 1}    2.84{col 53}{space 3}0.005{col 61}{space 4} .0002532{col 74}{space 3} .0013999
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 3.76e-06{col 33}{space 2} 3.28e-06{col 44}{space 1}    1.15{col 53}{space 3}0.252{col 61}{space 4}-2.69e-06{col 74}{space 3} .0000102
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0015052{col 33}{space 2}  .001229{col 44}{space 1}   -1.22{col 53}{space 3}0.222{col 61}{space 4}-.0039232{col 74}{space 3} .0009128
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000179{col 33}{space 2} .0000106{col 44}{space 1}   -1.69{col 53}{space 3}0.093{col 61}{space 4}-.0000387{col 74}{space 3} 2.97e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.640
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0100
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 175.127
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.362
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       37{col 27}{space 1}        1{col 39}{result}{space 1}       36{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   318{txt}{col 55}Number of obs = {res}   11103
{txt}{col 55}F( 10,   317) = {res}    7.86
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 2503.876413{txt}{col 55}Centered R2   = {res} -0.0138
{txt}Total (uncentered) SS   = {res} 2503.876413{txt}{col 55}Uncentered R2 = {res} -0.0138
{txt}Residual SS             = {res} 2538.355679{txt}{col 55}Root MSE      = {res}   .4799

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0040811{col 33}{space 2} .0029794{col 44}{space 1}   -1.37{col 53}{space 3}0.172{col 61}{space 4} -.009943{col 74}{space 3} .0017808
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0189653{col 33}{space 2} .0076075{col 44}{space 1}   -2.49{col 53}{space 3}0.013{col 61}{space 4}-.0339328{col 74}{space 3}-.0039978
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} -.024523{col 33}{space 2} .0222978{col 44}{space 1}   -1.10{col 53}{space 3}0.272{col 61}{space 4}-.0683934{col 74}{space 3} .0193474
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0008798{col 33}{space 2} .0095354{col 44}{space 1}    0.09{col 53}{space 3}0.927{col 61}{space 4} -.017881{col 74}{space 3} .0196405
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0085705{col 33}{space 2} .0067539{col 44}{space 1}   -1.27{col 53}{space 3}0.205{col 61}{space 4}-.0218587{col 74}{space 3} .0047178
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0064603{col 33}{space 2} .0245288{col 44}{space 1}    0.26{col 53}{space 3}0.792{col 61}{space 4}-.0417996{col 74}{space 3} .0547202
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008345{col 33}{space 2} .0002853{col 44}{space 1}    2.93{col 53}{space 3}0.004{col 61}{space 4} .0002732{col 74}{space 3} .0013958
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 3.60e-06{col 33}{space 2} 3.20e-06{col 44}{space 1}    1.12{col 53}{space 3}0.262{col 61}{space 4}-2.70e-06{col 74}{space 3} 9.89e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0014527{col 33}{space 2} .0012083{col 44}{space 1}   -1.20{col 53}{space 3}0.230{col 61}{space 4}-.0038301{col 74}{space 3} .0009247
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-.0000172{col 33}{space 2} .0000103{col 44}{space 1}   -1.67{col 53}{space 3}0.096{col 61}{space 4}-.0000374{col 74}{space 3} 3.04e-06
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.771
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0093
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 176.755
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.417
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       73{col 35}{space 1}        0{col 47}{result}{space 1}       73{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel A22
. use "$workdata\census_total_reg",clear
{txt}
{com}. 
. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.log_fine_income c.dif_pm25_3#c.han c.dif_pm25_3#c.log_fine_income#c.han=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.log_fine_income c.dif_thermalstrength_3#c.han c.dif_thermalstrength_3#c.log_fine_income#c.han) han log_fine_income c.log_fine_income#c.han $weathercontrol ,abs(des_city) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   255{txt}{col 55}Number of obs = {res}   21801
{txt}{col 55}F(  6,   254) = {res}    1.72
{txt}{col 55}Prob > F      = {res}  0.1172
{txt}Total (centered) SS     = {res} 3213.477362{txt}{col 55}Centered R2   = {res} -0.0008
{txt}Total (uncentered) SS   = {res} 3213.477362{txt}{col 55}Uncentered R2 = {res} -0.0008
{txt}Residual SS             = {res} 3216.128965{txt}{col 55}Root MSE      = {res}   .3841

{txt}{hline 37}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 38}{c |}{col 50}    Robust
{col 1}                          give_birth{col 38}{c |} Coefficient{col 50}  std. err.{col 62}      t{col 70}   P>|t|{col 78}     [95% con{col 91}f. interval]
{hline 37}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 32}pm25 {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 26}dif_pm25_3 {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 36} {c |}
{space 6}c.dif_pm25_3#c.log_fine_income {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 36} {c |}
{space 18}c.dif_pm25_3#c.han {c |}{col 38}{res}{space 2} .2160362{col 50}{space 2} .1150203{col 61}{space 1}    1.88{col 70}{space 3}0.061{col 78}{space 4}-.0104787{col 91}{space 3} .4425511
{txt}{space 36} {c |}
c.dif_pm25_3#c.log_fine_income#c.han {c |}{col 38}{res}{space 2}-.0221235{col 50}{space 2} .0126034{col 61}{space 1}   -1.76{col 70}{space 3}0.080{col 78}{space 4}-.0469439{col 91}{space 3}  .002697
{txt}{space 36} {c |}
{space 33}han {c |}{col 38}{res}{space 2}-.7179491{col 50}{space 2} .4206951{col 61}{space 1}   -1.71{col 70}{space 3}0.089{col 78}{space 4}-1.546444{col 91}{space 3} .1105458
{txt}{space 21}log_fine_income {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 36} {c |}
{space 13}c.log_fine_income#c.han {c |}{col 38}{res}{space 2} .0687971{col 50}{space 2} .0417077{col 61}{space 1}    1.65{col 70}{space 3}0.100{col 78}{space 4}-.0133398{col 91}{space 3} .1509341
{txt}{space 36} {c |}
{space 30}avtemp {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 31}tosun {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 24}dif_avtemp_3 {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 25}dif_tosun_3 {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{hline 37}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   0.005
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.9411
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}   1.469
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.001
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{err}Warning: estimated covariance matrix of moment conditions not of full rank.
         overidentification statistic not reported, and standard errors and
         model tests should be interpreted with caution.
Possible causes:
         number of clusters insufficient to calculate robust covariance matrix
         singleton dummy variable (dummy with one 1 and N-1 0s or vice versa)
{help ivreg2##partial:partial} option may address problem.
{txt}{hline 78}
Collinearities detected among instruments: 5 instrument(s) dropped
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.log_fine_income
{col 23}c.dif_pm25_3#c.han c.dif_pm25_3#c.log_fine_income#c.han
Included instruments:{col 23}han log_fine_income c.log_fine_income#c.han avtemp tosun
{col 23}dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.log_fine_income
{col 23}c.dif_thermalstrength_3#c.han
{col 23}c.dif_thermalstrength_3#c.log_fine_income#c.han
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      255{col 27}{space 1}      255{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. 
. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.log_fine_income c.dif_pm25_3#c.han c.dif_pm25_3#c.log_fine_income#c.han=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.log_fine_income c.dif_thermalstrength_3#c.han c.dif_thermalstrength_3#c.log_fine_income#c.han) han log_fine_income c.log_fine_income#c.han $weathercontrol ,abs(des_city birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 5 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   255{txt}{col 55}Number of obs = {res}   21801
{txt}{col 55}F(  5,   254) = {res}    2.08
{txt}{col 55}Prob > F      = {res}  0.0679
{txt}Total (centered) SS     = {res} 3193.200565{txt}{col 55}Centered R2   = {res} -0.0008
{txt}Total (uncentered) SS   = {res} 3193.200565{txt}{col 55}Uncentered R2 = {res} -0.0008
{txt}Residual SS             = {res} 3195.721565{txt}{col 55}Root MSE      = {res}   .3832

{txt}{hline 37}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 38}{c |}{col 50}    Robust
{col 1}                          give_birth{col 38}{c |} Coefficient{col 50}  std. err.{col 62}      t{col 70}   P>|t|{col 78}     [95% con{col 91}f. interval]
{hline 37}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 32}pm25 {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 26}dif_pm25_3 {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 36} {c |}
{space 6}c.dif_pm25_3#c.log_fine_income {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 36} {c |}
{space 18}c.dif_pm25_3#c.han {c |}{col 38}{res}{space 2} .2118897{col 50}{space 2} .1161193{col 61}{space 1}    1.82{col 70}{space 3}0.069{col 78}{space 4}-.0167896{col 91}{space 3} .4405689
{txt}{space 36} {c |}
c.dif_pm25_3#c.log_fine_income#c.han {c |}{col 38}{res}{space 2}-.0217581{col 50}{space 2} .0127137{col 61}{space 1}   -1.71{col 70}{space 3}0.088{col 78}{space 4}-.0467957{col 91}{space 3} .0032796
{txt}{space 36} {c |}
{space 33}han {c |}{col 38}{res}{space 2}-.7069879{col 50}{space 2} .4238914{col 61}{space 1}   -1.67{col 70}{space 3}0.097{col 78}{space 4}-1.541777{col 91}{space 3} .1278016
{txt}{space 21}log_fine_income {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 36} {c |}
{space 13}c.log_fine_income#c.han {c |}{col 38}{res}{space 2} .0674862{col 50}{space 2} .0420325{col 61}{space 1}    1.61{col 70}{space 3}0.110{col 78}{space 4}-.0152905{col 91}{space 3} .1502629
{txt}{space 36} {c |}
{space 30}avtemp {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 31}tosun {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 24}dif_avtemp_3 {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 25}dif_tosun_3 {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{hline 37}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   7.890
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0050
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}   8.318
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.823
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{err}Warning: estimated covariance matrix of moment conditions not of full rank.
         overidentification statistic not reported, and standard errors and
         model tests should be interpreted with caution.
Possible causes:
         number of clusters insufficient to calculate robust covariance matrix
         singleton dummy variable (dummy with one 1 and N-1 0s or vice versa)
{help ivreg2##partial:partial} option may address problem.
{txt}{hline 78}
Collinearities detected among instruments: 7 instrument(s) dropped
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.log_fine_income
{col 23}c.dif_pm25_3#c.han c.dif_pm25_3#c.log_fine_income#c.han
Included instruments:{col 23}han log_fine_income c.log_fine_income#c.han avtemp tosun
{col 23}dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.log_fine_income
{col 23}c.dif_thermalstrength_3#c.han
{col 23}c.dif_thermalstrength_3#c.log_fine_income#c.han
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      255{col 27}{space 1}      255{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       35{col 27}{space 1}        1{col 39}{result}{space 1}       34{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. 
. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.log_fine_income c.dif_pm25_3#c.han c.dif_pm25_3#c.log_fine_income#c.han=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.log_fine_income c.dif_thermalstrength_3#c.han c.dif_thermalstrength_3#c.log_fine_income#c.han) han log_fine_income c.log_fine_income#c.han $weathercontrol ,abs(des_city birthyear des_city#c.birthyear) cluster(des_city) keepsing 
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 103 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   255{txt}{col 55}Number of obs = {res}   21801
{txt}{col 55}F(  4,   254) = {res}    2.83
{txt}{col 55}Prob > F      = {res}  0.0254
{txt}Total (centered) SS     = {res} 3128.677724{txt}{col 55}Centered R2   = {res} -0.0010
{txt}Total (uncentered) SS   = {res} 3128.677724{txt}{col 55}Uncentered R2 = {res} -0.0010
{txt}Residual SS             = {res} 3131.660362{txt}{col 55}Root MSE      = {res}   .3816

{txt}{hline 37}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 38}{c |}{col 50}    Robust
{col 1}                          give_birth{col 38}{c |} Coefficient{col 50}  std. err.{col 62}      t{col 70}   P>|t|{col 78}     [95% con{col 91}f. interval]
{hline 37}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 32}pm25 {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 26}dif_pm25_3 {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 36} {c |}
{space 6}c.dif_pm25_3#c.log_fine_income {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 36} {c |}
{space 18}c.dif_pm25_3#c.han {c |}{col 38}{res}{space 2} .2185971{col 50}{space 2}  .118081{col 61}{space 1}    1.85{col 70}{space 3}0.065{col 78}{space 4}-.0139453{col 91}{space 3} .4511396
{txt}{space 36} {c |}
c.dif_pm25_3#c.log_fine_income#c.han {c |}{col 38}{res}{space 2} -.022222{col 50}{space 2} .0127978{col 61}{space 1}   -1.74{col 70}{space 3}0.084{col 78}{space 4}-.0474254{col 91}{space 3} .0029813
{txt}{space 36} {c |}
{space 33}han {c |}{col 38}{res}{space 2}-.7487403{col 50}{space 2} .4410293{col 61}{space 1}   -1.70{col 70}{space 3}0.091{col 78}{space 4} -1.61728{col 91}{space 3} .1197997
{txt}{space 21}log_fine_income {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 36} {c |}
{space 13}c.log_fine_income#c.han {c |}{col 38}{res}{space 2} .0714878{col 50}{space 2} .0436573{col 61}{space 1}    1.64{col 70}{space 3}0.103{col 78}{space 4}-.0144885{col 91}{space 3} .1574642
{txt}{space 36} {c |}
{space 30}avtemp {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 31}tosun {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 24}dif_avtemp_3 {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{space 25}dif_tosun_3 {c |}{col 38}{res}{space 2}        0{col 50}{txt}  (omitted)
{hline 37}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   0.668
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.4136
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}  27.287
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.165
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{err}Warning: estimated covariance matrix of moment conditions not of full rank.
         overidentification statistic not reported, and standard errors and
         model tests should be interpreted with caution.
Possible causes:
         number of clusters insufficient to calculate robust covariance matrix
         singleton dummy variable (dummy with one 1 and N-1 0s or vice versa)
{help ivreg2##partial:partial} option may address problem.
{txt}{hline 78}
Collinearities detected among instruments: 8 instrument(s) dropped
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.log_fine_income
{col 23}c.dif_pm25_3#c.han c.dif_pm25_3#c.log_fine_income#c.han
Included instruments:{col 23}han log_fine_income c.log_fine_income#c.han avtemp tosun
{col 23}dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.log_fine_income
{col 23}c.dif_thermalstrength_3#c.han
{col 23}c.dif_thermalstrength_3#c.log_fine_income#c.han
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 22}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}          Absorbed FE{col 23}{c |} Categories{col 36} - Redundant{col 48}  = Num. Coefs{col 63}{c |}
{res}{col 1}{text}{hline 22}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}             des_city{col 23}{c |}{space 1}      255{col 36}{space 1}      255{col 48}{result}{space 1}        0{col 62}{text}*{col 63}{c |}
{res}{col 1}{text}            birthyear{col 23}{c |}{space 1}       35{col 36}{space 1}        1{col 48}{result}{space 1}       34{col 62}{text} {col 63}{c |}
{res}{col 1}{text} des_city#c.birthyear{col 23}{c |}{space 1}      255{col 36}{space 1}        0{col 48}{result}{space 1}      255{col 62}{text}?{col 63}{c |}
{res}{col 1}{text}{hline 22}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. 
. *Panel A23
. use "$workdata\willing_15",clear
{txt}
{com}. reghdfe antic_high log_fine_income,noabs cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}     9,928
{txt}Absorbing 1 HDFE group{col 51}F({res}   1{txt},{res}    128{txt}){col 67}= {res}     12.41
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0006
{txt}{col 51}R-squared{col 67}= {res}    0.0156
{txt}{col 51}Adj R-squared{col 67}= {res}    0.0155
{txt}{col 51}Within R-sq.{col 67}= {res}    0.0156
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       129{txt}{col 51}Root MSE{col 67}= {res}    0.3091

{txt}{ralign 81:(Std. err. adjusted for {res:129} clusters in des_city)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}     antic_high{col 17}{c |} Coefficient{col 29}  std. err.{col 41}      t{col 49}   P>|t|{col 57}     [95% con{col 70}f. interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
log_fine_income {c |}{col 17}{res}{space 2}-.0508531{col 29}{space 2} .0144369{col 40}{space 1}   -3.52{col 49}{space 3}0.001{col 57}{space 4}-.0794189{col 70}{space 3}-.0222873
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .6147114{col 29}{space 2} .1475413{col 40}{space 1}    4.17{col 49}{space 3}0.000{col 57}{space 4} .3227757{col 70}{space 3} .9066471
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}

{com}. reghdfe antic_high log_fine_income,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}     9,928
{txt}Absorbing 1 HDFE group{col 51}F({res}   1{txt},{res}    128{txt}){col 67}= {res}     10.69
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0014
{txt}{col 51}R-squared{col 67}= {res}    0.0287
{txt}{col 51}Adj R-squared{col 67}= {res}    0.0285
{txt}{col 51}Within R-sq.{col 67}= {res}    0.0101
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       129{txt}{col 51}Root MSE{col 67}= {res}    0.3070

{txt}{ralign 81:(Std. err. adjusted for {res:129} clusters in des_city)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}     antic_high{col 17}{c |} Coefficient{col 29}  std. err.{col 41}      t{col 49}   P>|t|{col 57}     [95% con{col 70}f. interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
log_fine_income {c |}{col 17}{res}{space 2}-.0414341{col 29}{space 2} .0126724{col 40}{space 1}   -3.27{col 49}{space 3}0.001{col 57}{space 4}-.0665086{col 70}{space 3}-.0163595
{txt}{space 10}_cons {c |}{col 17}{res}{space 2}  .521022{col 29}{space 2} .1296031{col 40}{space 1}    4.02{col 49}{space 3}0.000{col 57}{space 4} .2645801{col 70}{space 3}  .777464
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. reghdfe antic_high log_fine_income $citycontrol ,noabs cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}     9,928
{txt}Absorbing 1 HDFE group{col 51}F({res}   5{txt},{res}    128{txt}){col 67}= {res}     10.48
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0000
{txt}{col 51}R-squared{col 67}= {res}    0.0291
{txt}{col 51}Adj R-squared{col 67}= {res}    0.0286
{txt}{col 51}Within R-sq.{col 67}= {res}    0.0291
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       129{txt}{col 51}Root MSE{col 67}= {res}    0.3070

{txt}{ralign 85:(Std. err. adjusted for {res:129} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         antic_high{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 4}log_fine_income {c |}{col 21}{res}{space 2}-.0337873{col 33}{space 2} .0159064{col 44}{space 1}   -2.12{col 53}{space 3}0.036{col 61}{space 4}-.0652608{col 74}{space 3}-.0023139
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0064915{col 33}{space 2} .0045487{col 44}{space 1}   -1.43{col 53}{space 3}0.156{col 61}{space 4}-.0154919{col 74}{space 3} .0025089
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0029877{col 33}{space 2}  .005863{col 44}{space 1}    0.51{col 53}{space 3}0.611{col 61}{space 4}-.0086132{col 74}{space 3} .0145886
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} .0018644{col 33}{space 2} .0053152{col 44}{space 1}    0.35{col 53}{space 3}0.726{col 61}{space 4}-.0086526{col 74}{space 3} .0123814
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0150677{col 33}{space 2} .0027808{col 44}{space 1}    5.42{col 53}{space 3}0.000{col 61}{space 4} .0095653{col 74}{space 3} .0205701
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .4013626{col 33}{space 2}  .208761{col 44}{space 1}    1.92{col 53}{space 3}0.057{col 61}{space 4}-.0117066{col 74}{space 3} .8144319
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}

{com}. reghdfe antic_high log_fine_income $citycontrol ,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}HDFE Linear regression{col 51}Number of obs{col 67}= {res}     9,928
{txt}Absorbing 1 HDFE group{col 51}F({res}   5{txt},{res}    128{txt}){col 67}= {res}      4.42
{txt}Statistics robust to heteroskedasticity{col 51}Prob > F{col 67}= {res}    0.0010
{txt}{col 51}R-squared{col 67}= {res}    0.0295
{txt}{col 51}Adj R-squared{col 67}= {res}    0.0289
{txt}{col 51}Within R-sq.{col 67}= {res}    0.0109
{txt}{col 1}Number of clusters ({res}des_city{txt}) {col 30}= {res}       129{txt}{col 51}Root MSE{col 67}= {res}    0.3070

{txt}{ralign 85:(Std. err. adjusted for {res:129} clusters in des_city)}
{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         antic_high{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 4}log_fine_income {c |}{col 21}{res}{space 2}-.0344328{col 33}{space 2} .0159846{col 44}{space 1}   -2.15{col 53}{space 3}0.033{col 61}{space 4}-.0660611{col 74}{space 3}-.0028046
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0064062{col 33}{space 2} .0045354{col 44}{space 1}   -1.41{col 53}{space 3}0.160{col 61}{space 4}-.0153802{col 74}{space 3} .0025678
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0030832{col 33}{space 2} .0059323{col 44}{space 1}    0.52{col 53}{space 3}0.604{col 61}{space 4}-.0086549{col 74}{space 3} .0148213
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}  .002906{col 33}{space 2} .0051464{col 44}{space 1}    0.56{col 53}{space 3}0.573{col 61}{space 4}-.0072771{col 74}{space 3}  .013089
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}  .003461{col 33}{space 2} .0206588{col 44}{space 1}    0.17{col 53}{space 3}0.867{col 61}{space 4} -.037416{col 74}{space 3}  .044338
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} .4425951{col 33}{space 2} .2303081{col 44}{space 1}    1.92{col 53}{space 3}0.057{col 61}{space 4}-.0131088{col 74}{space 3} .8982991
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel A24
. use "$workdata\CFPS_2014_exp", clear
{txt}
{com}. **Total expenditure
. ivreghdfe ihs_exp (mean_pm25=mean_thermalstrength) mean_avtemp mean_tosun $citycontrol ,abs( ) cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   123{txt}{col 55}Number of obs = {res}    6538
{txt}{col 55}F(  7,   122) = {res}    8.58
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 62959.25397{txt}{col 55}Centered R2   = {res} -0.0349
{txt}Total (uncentered) SS   = {res} 373187.0626{txt}{col 55}Uncentered R2 = {res}  0.8254
{txt}Residual SS             = {res} 65154.15869{txt}{col 55}Root MSE      = {res}   3.157

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}            ihs_exp{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}mean_pm25 {c |}{col 21}{res}{space 2} .0701308{col 33}{space 2} .0239836{col 44}{space 1}    2.92{col 53}{space 3}0.003{col 61}{space 4} .0231238{col 74}{space 3} .1171379
{txt}{space 8}mean_avtemp {c |}{col 21}{res}{space 2}-.0006437{col 33}{space 2} .0043684{col 44}{space 1}   -0.15{col 53}{space 3}0.883{col 61}{space 4}-.0092057{col 74}{space 3} .0079182
{txt}{space 9}mean_tosun {c |}{col 21}{res}{space 2} .0000762{col 33}{space 2} .0000315{col 44}{space 1}    2.42{col 53}{space 3}0.016{col 61}{space 4} .0000144{col 74}{space 3} .0001379
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .6086098{col 33}{space 2} .2875543{col 44}{space 1}    2.12{col 53}{space 3}0.034{col 61}{space 4} .0450136{col 74}{space 3} 1.172206
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0122083{col 33}{space 2} .0582531{col 44}{space 1}   -0.21{col 53}{space 3}0.834{col 61}{space 4}-.1263822{col 74}{space 3} .1019657
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.3427703{col 33}{space 2} .2266352{col 44}{space 1}   -1.51{col 53}{space 3}0.130{col 61}{space 4}-.7869672{col 74}{space 3} .1014266
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0697386{col 33}{space 2} .0568351{col 44}{space 1}   -1.23{col 53}{space 3}0.220{col 61}{space 4}-.1811334{col 74}{space 3} .0416561
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} 1.082496{col 33}{space 2} 3.988237{col 44}{space 1}    0.27{col 53}{space 3}0.786{col 61}{space 4}-6.734304{col 74}{space 3} 8.899296
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   9.849
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0017
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1428.734
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}  16.705
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73} 16.38
{txt}{col 42}15% maximal IV size{res}{col 73}  8.96
{txt}{col 42}20% maximal IV size{res}{col 73}  6.66
{txt}{col 42}25% maximal IV size{res}{col 73}  5.53
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}mean_pm25
Included instruments:{col 23}mean_avtemp mean_tosun ihs_tj_dist ihs_sh_dist
{col 23}ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}mean_thermalstrength
{hline 78}

{com}. ivreghdfe ihs_exp (mean_pm25=mean_thermalstrength) mean_avtemp mean_tosun $citycontrol ,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   123{txt}{col 55}Number of obs = {res}    6538
{txt}{col 55}F(  7,   122) = {res}    3.51
{txt}{col 55}Prob > F      = {res}  0.0018
{txt}Total (centered) SS     = {res} 62378.99923{txt}{col 55}Centered R2   = {res} -0.0435
{txt}Total (uncentered) SS   = {res} 62378.99923{txt}{col 55}Uncentered R2 = {res} -0.0435
{txt}Residual SS             = {res} 65090.42132{txt}{col 55}Root MSE      = {res}   3.157

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}            ihs_exp{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}mean_pm25 {c |}{col 21}{res}{space 2} .0707149{col 33}{space 2} .0236995{col 44}{space 1}    2.98{col 53}{space 3}0.003{col 61}{space 4} .0237994{col 74}{space 3} .1176304
{txt}{space 8}mean_avtemp {c |}{col 21}{res}{space 2}-.0007336{col 33}{space 2}  .004261{col 44}{space 1}   -0.17{col 53}{space 3}0.864{col 61}{space 4}-.0091686{col 74}{space 3} .0077014
{txt}{space 9}mean_tosun {c |}{col 21}{res}{space 2} .0000775{col 33}{space 2} .0000319{col 44}{space 1}    2.43{col 53}{space 3}0.016{col 61}{space 4} .0000144{col 74}{space 3} .0001405
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .5772337{col 33}{space 2} .2554824{col 44}{space 1}    2.26{col 53}{space 3}0.026{col 61}{space 4} .0714807{col 74}{space 3} 1.082987
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0038588{col 33}{space 2} .0602598{col 44}{space 1}   -0.06{col 53}{space 3}0.949{col 61}{space 4}-.1231492{col 74}{space 3} .1154316
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.3823114{col 33}{space 2} .2381224{col 44}{space 1}   -1.61{col 53}{space 3}0.111{col 61}{space 4}-.8536985{col 74}{space 3} .0890756
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .1372254{col 33}{space 2} .2114855{col 44}{space 1}    0.65{col 53}{space 3}0.518{col 61}{space 4}-.2814312{col 74}{space 3}  .555882
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  11.592
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0007
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1483.275
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}  20.733
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73} 16.38
{txt}{col 42}15% maximal IV size{res}{col 73}  8.96
{txt}{col 42}20% maximal IV size{res}{col 73}  6.66
{txt}{col 42}25% maximal IV size{res}{col 73}  5.53
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}mean_pm25
Included instruments:{col 23}mean_avtemp mean_tosun ihs_tj_dist ihs_sh_dist
{col 23}ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}mean_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe ihs_exp (mean_pm25=mean_thermalstrength) mean_avtemp mean_tosun $citycontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   123{txt}{col 55}Number of obs = {res}    6538
{txt}{col 55}F(  7,   122) = {res}    4.28
{txt}{col 55}Prob > F      = {res}  0.0003
{txt}Total (centered) SS     = {res} 53576.36617{txt}{col 55}Centered R2   = {res} -0.0105
{txt}Total (uncentered) SS   = {res} 53576.36617{txt}{col 55}Uncentered R2 = {res} -0.0105
{txt}Residual SS             = {res} 54141.02613{txt}{col 55}Root MSE      = {res}   2.883

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}            ihs_exp{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}mean_pm25 {c |}{col 21}{res}{space 2} .0558944{col 33}{space 2} .0208373{col 44}{space 1}    2.68{col 53}{space 3}0.008{col 61}{space 4} .0146449{col 74}{space 3} .0971439
{txt}{space 8}mean_avtemp {c |}{col 21}{res}{space 2} .0011034{col 33}{space 2} .0035881{col 44}{space 1}    0.31{col 53}{space 3}0.759{col 61}{space 4}-.0059997{col 74}{space 3} .0082065
{txt}{space 9}mean_tosun {c |}{col 21}{res}{space 2} .0000624{col 33}{space 2} .0000253{col 44}{space 1}    2.47{col 53}{space 3}0.015{col 61}{space 4} .0000123{col 74}{space 3} .0001125
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .4144399{col 33}{space 2} .1872707{col 44}{space 1}    2.21{col 53}{space 3}0.029{col 61}{space 4} .0437188{col 74}{space 3} .7851609
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0395821{col 33}{space 2} .0476368{col 44}{space 1}   -0.83{col 53}{space 3}0.408{col 61}{space 4}-.1338839{col 74}{space 3} .0547197
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.2597042{col 33}{space 2} .2038195{col 44}{space 1}   -1.27{col 53}{space 3}0.205{col 61}{space 4}-.6631853{col 74}{space 3} .1437768
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0524057{col 33}{space 2} .1771821{col 44}{space 1}    0.30{col 53}{space 3}0.768{col 61}{space 4}-.2983439{col 74}{space 3} .4031553
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  11.696
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0006
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1713.498
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}  20.961
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73} 16.38
{txt}{col 42}15% maximal IV size{res}{col 73}  8.96
{txt}{col 42}20% maximal IV size{res}{col 73}  6.66
{txt}{col 42}25% maximal IV size{res}{col 73}  5.53
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}mean_pm25
Included instruments:{col 23}mean_avtemp mean_tosun ihs_tj_dist ihs_sh_dist
{col 23}ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}mean_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       16{col 27}{space 1}        1{col 39}{result}{space 1}       15{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe ihs_exp (mean_pm25=mean_thermalstrength) mean_avtemp mean_tosun $citycontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   123{txt}{col 55}Number of obs = {res}    6538
{txt}{col 55}F(  7,   122) = {res}    4.48
{txt}{col 55}Prob > F      = {res}  0.0002
{txt}Total (centered) SS     = {res} 53346.00988{txt}{col 55}Centered R2   = {res} -0.0103
{txt}Total (uncentered) SS   = {res} 53346.00988{txt}{col 55}Uncentered R2 = {res} -0.0103
{txt}Residual SS             = {res} 53893.99632{txt}{col 55}Root MSE      = {res}    2.88

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}            ihs_exp{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}mean_pm25 {c |}{col 21}{res}{space 2} .0554874{col 33}{space 2} .0206452{col 44}{space 1}    2.69{col 53}{space 3}0.008{col 61}{space 4} .0146181{col 74}{space 3} .0963567
{txt}{space 8}mean_avtemp {c |}{col 21}{res}{space 2} .0009542{col 33}{space 2} .0035696{col 44}{space 1}    0.27{col 53}{space 3}0.790{col 61}{space 4}-.0061122{col 74}{space 3} .0080206
{txt}{space 9}mean_tosun {c |}{col 21}{res}{space 2} .0000612{col 33}{space 2} .0000256{col 44}{space 1}    2.39{col 53}{space 3}0.018{col 61}{space 4} .0000105{col 74}{space 3} .0001118
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}   .40693{col 33}{space 2} .1857993{col 44}{space 1}    2.19{col 53}{space 3}0.030{col 61}{space 4} .0391216{col 74}{space 3} .7747383
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0409314{col 33}{space 2} .0459189{col 44}{space 1}   -0.89{col 53}{space 3}0.374{col 61}{space 4}-.1318324{col 74}{space 3} .0499697
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.2720807{col 33}{space 2} .2007878{col 44}{space 1}   -1.36{col 53}{space 3}0.178{col 61}{space 4}-.6695603{col 74}{space 3} .1253989
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0474209{col 33}{space 2} .1778237{col 44}{space 1}    0.27{col 53}{space 3}0.790{col 61}{space 4}-.3045988{col 74}{space 3} .3994407
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  11.855
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0006
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1744.537
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}  21.546
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73} 16.38
{txt}{col 42}15% maximal IV size{res}{col 73}  8.96
{txt}{col 42}20% maximal IV size{res}{col 73}  6.66
{txt}{col 42}25% maximal IV size{res}{col 73}  5.53
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}mean_pm25
Included instruments:{col 23}mean_avtemp mean_tosun ihs_tj_dist ihs_sh_dist
{col 23}ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}mean_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       32{col 35}{space 1}        0{col 47}{result}{space 1}       32{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. **Health Expenditure
. ivreghdfe ihs_sick_exp (mean_pm25=mean_thermalstrength) mean_avtemp mean_tosun $citycontrol ,abs( ) cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   123{txt}{col 55}Number of obs = {res}    6538
{txt}{col 55}F(  7,   122) = {res}   14.27
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 88206.75958{txt}{col 55}Centered R2   = {res}  0.0309
{txt}Total (uncentered) SS   = {res} 175980.8856{txt}{col 55}Uncentered R2 = {res}  0.5142
{txt}Residual SS             = {res} 85483.71979{txt}{col 55}Root MSE      = {res}   3.616

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}       ihs_sick_exp{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}mean_pm25 {c |}{col 21}{res}{space 2} .0246279{col 33}{space 2} .0161857{col 44}{space 1}    1.52{col 53}{space 3}0.128{col 61}{space 4}-.0070956{col 74}{space 3} .0563514
{txt}{space 8}mean_avtemp {c |}{col 21}{res}{space 2} .0068562{col 33}{space 2} .0036782{col 44}{space 1}    1.86{col 53}{space 3}0.062{col 61}{space 4} -.000353{col 74}{space 3} .0140655
{txt}{space 9}mean_tosun {c |}{col 21}{res}{space 2} 9.86e-06{col 33}{space 2} .0000352{col 44}{space 1}    0.28{col 53}{space 3}0.779{col 61}{space 4}-.0000591{col 74}{space 3} .0000788
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .2382402{col 33}{space 2} .1709894{col 44}{space 1}    1.39{col 53}{space 3}0.164{col 61}{space 4}-.0968929{col 74}{space 3} .5733733
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0783026{col 33}{space 2} .0448169{col 44}{space 1}   -1.75{col 53}{space 3}0.081{col 61}{space 4} -.166142{col 74}{space 3} .0095369
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.1072437{col 33}{space 2}  .245335{col 44}{space 1}   -0.44{col 53}{space 3}0.662{col 61}{space 4}-.5880915{col 74}{space 3}  .373604
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0136241{col 33}{space 2} .0402577{col 44}{space 1}   -0.34{col 53}{space 3}0.735{col 61}{space 4}-.0925276{col 74}{space 3} .0652795
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} 1.119114{col 33}{space 2} 3.050296{col 44}{space 1}    0.37{col 53}{space 3}0.714{col 61}{space 4}-4.859356{col 74}{space 3} 7.097584
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   9.849
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0017
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1428.734
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}  16.705
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73} 16.38
{txt}{col 42}15% maximal IV size{res}{col 73}  8.96
{txt}{col 42}20% maximal IV size{res}{col 73}  6.66
{txt}{col 42}25% maximal IV size{res}{col 73}  5.53
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}mean_pm25
Included instruments:{col 23}mean_avtemp mean_tosun ihs_tj_dist ihs_sh_dist
{col 23}ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}mean_thermalstrength
{hline 78}

{com}. ivreghdfe ihs_sick_exp (mean_pm25=mean_thermalstrength) mean_avtemp mean_tosun $citycontrol ,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   123{txt}{col 55}Number of obs = {res}    6538
{txt}{col 55}F(  7,   122) = {res}    6.81
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 88119.48607{txt}{col 55}Centered R2   = {res}  0.0300
{txt}Total (uncentered) SS   = {res} 88119.48607{txt}{col 55}Uncentered R2 = {res}  0.0300
{txt}Residual SS             = {res} 85475.86514{txt}{col 55}Root MSE      = {res}   3.618

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}       ihs_sick_exp{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}mean_pm25 {c |}{col 21}{res}{space 2} .0247385{col 33}{space 2} .0165325{col 44}{space 1}    1.50{col 53}{space 3}0.137{col 61}{space 4}-.0079893{col 74}{space 3} .0574662
{txt}{space 8}mean_avtemp {c |}{col 21}{res}{space 2} .0068392{col 33}{space 2} .0036871{col 44}{space 1}    1.85{col 53}{space 3}0.066{col 61}{space 4}-.0004597{col 74}{space 3} .0141381
{txt}{space 9}mean_tosun {c |}{col 21}{res}{space 2} .0000101{col 33}{space 2} .0000355{col 44}{space 1}    0.29{col 53}{space 3}0.776{col 61}{space 4}-.0000601{col 74}{space 3} .0000803
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .2322998{col 33}{space 2} .1691855{col 44}{space 1}    1.37{col 53}{space 3}0.172{col 61}{space 4}-.1026197{col 74}{space 3} .5672194
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0767218{col 33}{space 2} .0462891{col 44}{space 1}   -1.66{col 53}{space 3}0.100{col 61}{space 4}-.1683558{col 74}{space 3} .0149121
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.1147299{col 33}{space 2} .2538208{col 44}{space 1}   -0.45{col 53}{space 3}0.652{col 61}{space 4}-.6171935{col 74}{space 3} .3877337
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0255598{col 33}{space 2} .1397691{col 44}{space 1}    0.18{col 53}{space 3}0.855{col 61}{space 4}-.2511271{col 74}{space 3} .3022467
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  11.592
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0007
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1483.275
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}  20.733
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73} 16.38
{txt}{col 42}15% maximal IV size{res}{col 73}  8.96
{txt}{col 42}20% maximal IV size{res}{col 73}  6.66
{txt}{col 42}25% maximal IV size{res}{col 73}  5.53
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}mean_pm25
Included instruments:{col 23}mean_avtemp mean_tosun ihs_tj_dist ihs_sh_dist
{col 23}ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}mean_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe ihs_sick_exp (mean_pm25=mean_thermalstrength) mean_avtemp mean_tosun $citycontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   123{txt}{col 55}Number of obs = {res}    6538
{txt}{col 55}F(  7,   122) = {res}    6.51
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 79970.35737{txt}{col 55}Centered R2   = {res}  0.0194
{txt}Total (uncentered) SS   = {res} 79970.35737{txt}{col 55}Uncentered R2 = {res}  0.0194
{txt}Residual SS             = {res} 78417.70518{txt}{col 55}Root MSE      = {res}    3.47

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}       ihs_sick_exp{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}mean_pm25 {c |}{col 21}{res}{space 2} .0337595{col 33}{space 2} .0165744{col 44}{space 1}    2.04{col 53}{space 3}0.044{col 61}{space 4} .0009488{col 74}{space 3} .0665701
{txt}{space 8}mean_avtemp {c |}{col 21}{res}{space 2} .0072792{col 33}{space 2} .0036236{col 44}{space 1}    2.01{col 53}{space 3}0.047{col 61}{space 4}  .000106{col 74}{space 3} .0144524
{txt}{space 9}mean_tosun {c |}{col 21}{res}{space 2} .0000379{col 33}{space 2} .0000284{col 44}{space 1}    1.34{col 53}{space 3}0.183{col 61}{space 4}-.0000182{col 74}{space 3} .0000941
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .3553536{col 33}{space 2} .1489285{col 44}{space 1}    2.39{col 53}{space 3}0.019{col 61}{space 4} .0605348{col 74}{space 3} .6501724
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0481722{col 33}{space 2}  .046353{col 44}{space 1}   -1.04{col 53}{space 3}0.301{col 61}{space 4}-.1399325{col 74}{space 3} .0435881
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0968579{col 33}{space 2} .2476371{col 44}{space 1}   -0.39{col 53}{space 3}0.696{col 61}{space 4}-.5870802{col 74}{space 3} .3933644
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0359458{col 33}{space 2} .1391927{col 44}{space 1}    0.26{col 53}{space 3}0.797{col 61}{space 4}   -.2396{col 74}{space 3} .3114915
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  11.696
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0006
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1713.498
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}  20.961
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73} 16.38
{txt}{col 42}15% maximal IV size{res}{col 73}  8.96
{txt}{col 42}20% maximal IV size{res}{col 73}  6.66
{txt}{col 42}25% maximal IV size{res}{col 73}  5.53
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}mean_pm25
Included instruments:{col 23}mean_avtemp mean_tosun ihs_tj_dist ihs_sh_dist
{col 23}ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}mean_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       16{col 27}{space 1}        1{col 39}{result}{space 1}       15{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe ihs_sick_exp (mean_pm25=mean_thermalstrength) mean_avtemp mean_tosun $citycontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   123{txt}{col 55}Number of obs = {res}    6538
{txt}{col 55}F(  7,   122) = {res}    5.75
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 79610.93569{txt}{col 55}Centered R2   = {res}  0.0188
{txt}Total (uncentered) SS   = {res} 79610.93569{txt}{col 55}Uncentered R2 = {res}  0.0188
{txt}Residual SS             = {res} 78117.12836{txt}{col 55}Root MSE      = {res}   3.467

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}       ihs_sick_exp{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}mean_pm25 {c |}{col 21}{res}{space 2} .0344244{col 33}{space 2} .0165756{col 44}{space 1}    2.08{col 53}{space 3}0.040{col 61}{space 4} .0016113{col 74}{space 3} .0672375
{txt}{space 8}mean_avtemp {c |}{col 21}{res}{space 2} .0070687{col 33}{space 2} .0036411{col 44}{space 1}    1.94{col 53}{space 3}0.055{col 61}{space 4}-.0001392{col 74}{space 3} .0142767
{txt}{space 9}mean_tosun {c |}{col 21}{res}{space 2} .0000346{col 33}{space 2} .0000285{col 44}{space 1}    1.22{col 53}{space 3}0.226{col 61}{space 4}-.0000217{col 74}{space 3}  .000091
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}  .358875{col 33}{space 2} .1492608{col 44}{space 1}    2.40{col 53}{space 3}0.018{col 61}{space 4} .0633982{col 74}{space 3} .6543517
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0399179{col 33}{space 2} .0476915{col 44}{space 1}   -0.84{col 53}{space 3}0.404{col 61}{space 4} -.134328{col 74}{space 3} .0544923
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.1052383{col 33}{space 2} .2492362{col 44}{space 1}   -0.42{col 53}{space 3}0.674{col 61}{space 4}-.5986262{col 74}{space 3} .3881496
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0312735{col 33}{space 2} .1410039{col 44}{space 1}    0.22{col 53}{space 3}0.825{col 61}{space 4}-.2478578{col 74}{space 3} .3104048
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  11.855
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0006
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1744.537
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}  21.546
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73} 16.38
{txt}{col 42}15% maximal IV size{res}{col 73}  8.96
{txt}{col 42}20% maximal IV size{res}{col 73}  6.66
{txt}{col 42}25% maximal IV size{res}{col 73}  5.53
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}mean_pm25
Included instruments:{col 23}mean_avtemp mean_tosun ihs_tj_dist ihs_sh_dist
{col 23}ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}mean_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       32{col 35}{space 1}        0{col 47}{result}{space 1}       32{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. **Education Expenditure
. ivreghdfe ihs_edu_exp (mean_pm25=mean_thermalstrength) mean_avtemp mean_tosun $citycontrol ,abs( ) cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   123{txt}{col 55}Number of obs = {res}    6091
{txt}{col 55}F(  7,   122) = {res}    6.12
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 87226.97168{txt}{col 55}Centered R2   = {res} -0.0944
{txt}Total (uncentered) SS   = {res} 283902.9748{txt}{col 55}Uncentered R2 = {res}  0.6637
{txt}Residual SS             = {res} 95465.50296{txt}{col 55}Root MSE      = {res}   3.959

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}        ihs_edu_exp{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}mean_pm25 {c |}{col 21}{res}{space 2} .0971598{col 33}{space 2} .0339545{col 44}{space 1}    2.86{col 53}{space 3}0.004{col 61}{space 4} .0306103{col 74}{space 3} .1637094
{txt}{space 8}mean_avtemp {c |}{col 21}{res}{space 2}-.0074577{col 33}{space 2}  .005852{col 44}{space 1}   -1.27{col 53}{space 3}0.203{col 61}{space 4}-.0189274{col 74}{space 3} .0040121
{txt}{space 9}mean_tosun {c |}{col 21}{res}{space 2} .0000889{col 33}{space 2} .0000511{col 44}{space 1}    1.74{col 53}{space 3}0.082{col 61}{space 4}-.0000113{col 74}{space 3}  .000189
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .8274793{col 33}{space 2} .4216145{col 44}{space 1}    1.96{col 53}{space 3}0.050{col 61}{space 4} .0011302{col 74}{space 3} 1.653828
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0332288{col 33}{space 2} .0832535{col 44}{space 1}    0.40{col 53}{space 3}0.690{col 61}{space 4}-.1299451{col 74}{space 3} .1964027
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.6093918{col 33}{space 2} .3256379{col 44}{space 1}   -1.87{col 53}{space 3}0.061{col 61}{space 4} -1.24763{col 74}{space 3} .0288467
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2}-.0925088{col 33}{space 2} .0824915{col 44}{space 1}   -1.12{col 53}{space 3}0.262{col 61}{space 4}-.2541891{col 74}{space 3} .0691716
{txt}{space 14}_cons {c |}{col 21}{res}{space 2}-.3062877{col 33}{space 2} 5.943704{col 44}{space 1}   -0.05{col 53}{space 3}0.959{col 61}{space 4}-11.95573{col 74}{space 3} 11.34316
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   9.632
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0019
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1334.526
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}  16.259
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73} 16.38
{txt}{col 42}15% maximal IV size{res}{col 73}  8.96
{txt}{col 42}20% maximal IV size{res}{col 73}  6.66
{txt}{col 42}25% maximal IV size{res}{col 73}  5.53
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}mean_pm25
Included instruments:{col 23}mean_avtemp mean_tosun ihs_tj_dist ihs_sh_dist
{col 23}ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}mean_thermalstrength
{hline 78}

{com}. ivreghdfe ihs_edu_exp (mean_pm25=mean_thermalstrength) mean_avtemp mean_tosun $citycontrol ,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   123{txt}{col 55}Number of obs = {res}    6091
{txt}{col 55}F(  7,   122) = {res}    2.96
{txt}{col 55}Prob > F      = {res}  0.0066
{txt}Total (centered) SS     = {res} 86394.27951{txt}{col 55}Centered R2   = {res} -0.1039
{txt}Total (uncentered) SS   = {res} 86394.27951{txt}{col 55}Uncentered R2 = {res} -0.1039
{txt}Residual SS             = {res} 95368.38689{txt}{col 55}Root MSE      = {res}    3.96

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}        ihs_edu_exp{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}mean_pm25 {c |}{col 21}{res}{space 2} .0978303{col 33}{space 2} .0331839{col 44}{space 1}    2.95{col 53}{space 3}0.004{col 61}{space 4} .0321394{col 74}{space 3} .1635212
{txt}{space 8}mean_avtemp {c |}{col 21}{res}{space 2}-.0075875{col 33}{space 2} .0056841{col 44}{space 1}   -1.33{col 53}{space 3}0.184{col 61}{space 4}-.0188398{col 74}{space 3} .0036648
{txt}{space 9}mean_tosun {c |}{col 21}{res}{space 2} .0000903{col 33}{space 2} .0000515{col 44}{space 1}    1.75{col 53}{space 3}0.082{col 61}{space 4}-.0000117{col 74}{space 3} .0001923
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .7839915{col 33}{space 2} .3761544{col 44}{space 1}    2.08{col 53}{space 3}0.039{col 61}{space 4} .0393563{col 74}{space 3} 1.528627
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2} .0446533{col 33}{space 2} .0850834{col 44}{space 1}    0.52{col 53}{space 3}0.601{col 61}{space 4}-.1237778{col 74}{space 3} .2130843
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} -.662463{col 33}{space 2} .3281582{col 44}{space 1}   -2.02{col 53}{space 3}0.046{col 61}{space 4}-1.312085{col 74}{space 3} -.012841
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .1918569{col 33}{space 2} .2984707{col 44}{space 1}    0.64{col 53}{space 3}0.522{col 61}{space 4}-.3989957{col 74}{space 3} .7827095
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  11.503
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0007
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1395.936
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}  20.528
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73} 16.38
{txt}{col 42}15% maximal IV size{res}{col 73}  8.96
{txt}{col 42}20% maximal IV size{res}{col 73}  6.66
{txt}{col 42}25% maximal IV size{res}{col 73}  5.53
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}mean_pm25
Included instruments:{col 23}mean_avtemp mean_tosun ihs_tj_dist ihs_sh_dist
{col 23}ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}mean_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe ihs_edu_exp (mean_pm25=mean_thermalstrength) mean_avtemp mean_tosun $citycontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   123{txt}{col 55}Number of obs = {res}    6091
{txt}{col 55}F(  7,   122) = {res}    4.20
{txt}{col 55}Prob > F      = {res}  0.0004
{txt}Total (centered) SS     = {res} 36473.26841{txt}{col 55}Centered R2   = {res} -0.0274
{txt}Total (uncentered) SS   = {res} 36473.26841{txt}{col 55}Uncentered R2 = {res} -0.0274
{txt}Residual SS             = {res}  37471.5463{txt}{col 55}Root MSE      = {res}   2.485

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}        ihs_edu_exp{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}mean_pm25 {c |}{col 21}{res}{space 2} .0618584{col 33}{space 2} .0248879{col 44}{space 1}    2.49{col 53}{space 3}0.014{col 61}{space 4} .0125904{col 74}{space 3} .1111264
{txt}{space 8}mean_avtemp {c |}{col 21}{res}{space 2} -.003046{col 33}{space 2} .0034343{col 44}{space 1}   -0.89{col 53}{space 3}0.377{col 61}{space 4}-.0098446{col 74}{space 3} .0037526
{txt}{space 9}mean_tosun {c |}{col 21}{res}{space 2} .0000341{col 33}{space 2} .0000234{col 44}{space 1}    1.46{col 53}{space 3}0.148{col 61}{space 4}-.0000122{col 74}{space 3} .0000805
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .3946406{col 33}{space 2} .2041698{col 44}{space 1}    1.93{col 53}{space 3}0.056{col 61}{space 4}-.0095338{col 74}{space 3}  .798815
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}  -.03358{col 33}{space 2} .0557429{col 44}{space 1}   -0.60{col 53}{space 3}0.548{col 61}{space 4}-.1439287{col 74}{space 3} .0767687
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.3532701{col 33}{space 2} .1998656{col 44}{space 1}   -1.77{col 53}{space 3}0.080{col 61}{space 4}-.7489242{col 74}{space 3} .0423839
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0299842{col 33}{space 2} .1993216{col 44}{space 1}    0.15{col 53}{space 3}0.881{col 61}{space 4}-.3645928{col 74}{space 3} .4245612
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  11.554
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0007
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1606.511
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}  20.727
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73} 16.38
{txt}{col 42}15% maximal IV size{res}{col 73}  8.96
{txt}{col 42}20% maximal IV size{res}{col 73}  6.66
{txt}{col 42}25% maximal IV size{res}{col 73}  5.53
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}mean_pm25
Included instruments:{col 23}mean_avtemp mean_tosun ihs_tj_dist ihs_sh_dist
{col 23}ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}mean_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       16{col 27}{space 1}        1{col 39}{result}{space 1}       15{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe ihs_edu_exp (mean_pm25=mean_thermalstrength) mean_avtemp mean_tosun $citycontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   123{txt}{col 55}Number of obs = {res}    6091
{txt}{col 55}F(  7,   122) = {res}    4.31
{txt}{col 55}Prob > F      = {res}  0.0003
{txt}Total (centered) SS     = {res} 36260.61363{txt}{col 55}Centered R2   = {res} -0.0287
{txt}Total (uncentered) SS   = {res} 36260.61363{txt}{col 55}Uncentered R2 = {res} -0.0287
{txt}Residual SS             = {res} 37302.52592{txt}{col 55}Root MSE      = {res}   2.483

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}        ihs_edu_exp{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}mean_pm25 {c |}{col 21}{res}{space 2} .0621857{col 33}{space 2} .0248368{col 44}{space 1}    2.50{col 53}{space 3}0.014{col 61}{space 4} .0130188{col 74}{space 3} .1113527
{txt}{space 8}mean_avtemp {c |}{col 21}{res}{space 2}-.0032487{col 33}{space 2} .0034483{col 44}{space 1}   -0.94{col 53}{space 3}0.348{col 61}{space 4} -.010075{col 74}{space 3} .0035776
{txt}{space 9}mean_tosun {c |}{col 21}{res}{space 2} .0000327{col 33}{space 2} .0000236{col 44}{space 1}    1.39{col 53}{space 3}0.168{col 61}{space 4} -.000014{col 74}{space 3} .0000793
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2} .4016869{col 33}{space 2} .2032806{col 44}{space 1}    1.98{col 53}{space 3}0.050{col 61}{space 4}-.0007273{col 74}{space 3} .8041011
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0326068{col 33}{space 2} .0555099{col 44}{space 1}   -0.59{col 53}{space 3}0.558{col 61}{space 4}-.1424942{col 74}{space 3} .0772805
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.3631758{col 33}{space 2} .1995247{col 44}{space 1}   -1.82{col 53}{space 3}0.071{col 61}{space 4}-.7581549{col 74}{space 3} .0318033
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0244859{col 33}{space 2}  .200342{col 44}{space 1}    0.12{col 53}{space 3}0.903{col 61}{space 4}-.3721111{col 74}{space 3} .4210829
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}  11.723
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0006
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1633.053
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}  21.303
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73} 16.38
{txt}{col 42}15% maximal IV size{res}{col 73}  8.96
{txt}{col 42}20% maximal IV size{res}{col 73}  6.66
{txt}{col 42}25% maximal IV size{res}{col 73}  5.53
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}mean_pm25
Included instruments:{col 23}mean_avtemp mean_tosun ihs_tj_dist ihs_sh_dist
{col 23}ihs_sz_dist ihs_bigcity_mindist
Excluded instruments:{col 23}mean_thermalstrength
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       32{col 35}{space 1}        0{col 47}{result}{space 1}       32{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel A25
. use "$workdata\census_han_reg",clear
{txt}
{com}. sort des_prov
{txt}
{com}. merge m:1 des_city using "$workdata\airfilter_city"
{res}
{txt}{col 5}Result{col 33}Number of obs
{col 5}{hline 41}
{col 5}Not matched{col 30}{res}          55,024
{txt}{col 9}from master{col 30}{res}          55,024{txt}  (_merge==1)
{col 9}from using{col 30}{res}               0{txt}  (_merge==2)

{col 5}Matched{col 30}{res}          41,886{txt}  (_merge==3)
{col 5}{hline 41}

{com}. keep if _m == 3
{txt}(55,024 observations deleted)

{com}. 
. keep if price!=.
{txt}(0 observations deleted)

{com}. for var price price_hepa price_nonhepa: replace X = X/1000

{res}->  replace price = price/1000
{txt}(41,886 real changes made)

{res}->  replace price_hepa = price_hepa/1000
{txt}(40,565 real changes made)

{res}->  replace price_nonhepa = price_nonhepa/1000
{txt}(41,658 real changes made)

{com}. *Hepa
. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.price_hepa=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.price_hepa) price_hepa $citycontrol $weathercontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}    69{txt}{col 55}Number of obs = {res}   40565
{txt}{col 55}F( 12,    68) = {res}    4.06
{txt}{col 55}Prob > F      = {res}  0.0001
{txt}Total (centered) SS     = {res} 8323.117178{txt}{col 55}Centered R2   = {res} -0.0075
{txt}Total (uncentered) SS   = {res} 8323.117178{txt}{col 55}Uncentered R2 = {res} -0.0075
{txt}Residual SS             = {res} 8385.234616{txt}{col 55}Root MSE      = {res}   .4549

{txt}{hline 26}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 27}{c |}{col 39}    Robust
{col 1}               give_birth{col 27}{c |} Coefficient{col 39}  std. err.{col 51}      t{col 59}   P>|t|{col 67}     [95% con{col 80}f. interval]
{hline 26}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 21}pm25 {c |}{col 27}{res}{space 2} .0009067{col 39}{space 2} .0024046{col 50}{space 1}    0.38{col 59}{space 3}0.707{col 67}{space 4}-.0038916{col 80}{space 3}  .005705
{txt}{space 15}dif_pm25_3 {c |}{col 27}{res}{space 2} .0101583{col 39}{space 2} .0082449{col 50}{space 1}    1.23{col 59}{space 3}0.222{col 67}{space 4}-.0062941{col 80}{space 3} .0266107
{txt}{space 25} {c |}
c.dif_pm25_3#c.price_hepa {c |}{col 27}{res}{space 2}-.0127346{col 39}{space 2} .0066617{col 50}{space 1}   -1.91{col 59}{space 3}0.060{col 67}{space 4}-.0260279{col 80}{space 3} .0005586
{txt}{space 25} {c |}
{space 15}price_hepa {c |}{col 27}{res}{space 2}-.0529308{col 39}{space 2} .0394354{col 50}{space 1}   -1.34{col 59}{space 3}0.184{col 67}{space 4} -.131623{col 80}{space 3} .0257614
{txt}{space 14}ihs_tj_dist {c |}{col 27}{res}{space 2} .0073161{col 39}{space 2} .0194713{col 50}{space 1}    0.38{col 59}{space 3}0.708{col 67}{space 4}-.0315384{col 80}{space 3} .0461705
{txt}{space 14}ihs_sh_dist {c |}{col 27}{res}{space 2} .0100816{col 39}{space 2} .0076056{col 50}{space 1}    1.33{col 59}{space 3}0.189{col 67}{space 4}-.0050953{col 80}{space 3} .0252584
{txt}{space 14}ihs_sz_dist {c |}{col 27}{res}{space 2}-.0022515{col 39}{space 2} .0077607{col 50}{space 1}   -0.29{col 59}{space 3}0.773{col 67}{space 4}-.0177377{col 80}{space 3} .0132347
{txt}{space 6}ihs_bigcity_mindist {c |}{col 27}{res}{space 2} .0832858{col 39}{space 2} .0421775{col 50}{space 1}    1.97{col 59}{space 3}0.052{col 67}{space 4}-.0008782{col 80}{space 3} .1674498
{txt}{space 19}avtemp {c |}{col 27}{res}{space 2} .0003814{col 39}{space 2} .0004278{col 50}{space 1}    0.89{col 59}{space 3}0.376{col 67}{space 4}-.0004723{col 80}{space 3}  .001235
{txt}{space 20}tosun {c |}{col 27}{res}{space 2} 1.99e-06{col 39}{space 2} 2.87e-06{col 50}{space 1}    0.69{col 59}{space 3}0.491{col 67}{space 4}-3.75e-06{col 80}{space 3} 7.72e-06
{txt}{space 13}dif_avtemp_3 {c |}{col 27}{res}{space 2}-.0001129{col 39}{space 2} .0013936{col 50}{space 1}   -0.08{col 59}{space 3}0.936{col 67}{space 4}-.0028938{col 80}{space 3}  .002668
{txt}{space 14}dif_tosun_3 {c |}{col 27}{res}{space 2}-.0000105{col 39}{space 2} .0000133{col 50}{space 1}   -0.79{col 59}{space 3}0.430{col 67}{space 4} -.000037{col 80}{space 3} .0000159
{txt}{hline 26}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   3.423
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0643
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 854.121
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.595
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.price_hepa
Included instruments:{col 23}price_hepa ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.price_hepa
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.price_hepa=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.price_hepa) price_hepa $citycontrol $weathercontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}    69{txt}{col 55}Number of obs = {res}   40565
{txt}{col 55}F( 12,    68) = {res}    4.27
{txt}{col 55}Prob > F      = {res}  0.0001
{txt}Total (centered) SS     = {res} 8308.795425{txt}{col 55}Centered R2   = {res} -0.0065
{txt}Total (uncentered) SS   = {res} 8308.795425{txt}{col 55}Uncentered R2 = {res} -0.0065
{txt}Residual SS             = {res}  8362.97514{txt}{col 55}Root MSE      = {res}   .4545

{txt}{hline 26}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 27}{c |}{col 39}    Robust
{col 1}               give_birth{col 27}{c |} Coefficient{col 39}  std. err.{col 51}      t{col 59}   P>|t|{col 67}     [95% con{col 80}f. interval]
{hline 26}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 21}pm25 {c |}{col 27}{res}{space 2} .0009954{col 39}{space 2} .0023213{col 50}{space 1}    0.43{col 59}{space 3}0.669{col 67}{space 4}-.0036366{col 80}{space 3} .0056275
{txt}{space 15}dif_pm25_3 {c |}{col 27}{res}{space 2} .0102633{col 39}{space 2} .0082167{col 50}{space 1}    1.25{col 59}{space 3}0.216{col 67}{space 4}-.0061329{col 80}{space 3} .0266595
{txt}{space 25} {c |}
c.dif_pm25_3#c.price_hepa {c |}{col 27}{res}{space 2}-.0125351{col 39}{space 2} .0065331{col 50}{space 1}   -1.92{col 59}{space 3}0.059{col 67}{space 4}-.0255718{col 80}{space 3} .0005015
{txt}{space 25} {c |}
{space 15}price_hepa {c |}{col 27}{res}{space 2}-.0523435{col 39}{space 2}  .038683{col 50}{space 1}   -1.35{col 59}{space 3}0.180{col 67}{space 4}-.1295343{col 80}{space 3} .0248472
{txt}{space 14}ihs_tj_dist {c |}{col 27}{res}{space 2} .0081215{col 39}{space 2} .0188264{col 50}{space 1}    0.43{col 59}{space 3}0.668{col 67}{space 4} -.029446{col 80}{space 3} .0456891
{txt}{space 14}ihs_sh_dist {c |}{col 27}{res}{space 2} .0103666{col 39}{space 2} .0073331{col 50}{space 1}    1.41{col 59}{space 3}0.162{col 67}{space 4}-.0042665{col 80}{space 3} .0249996
{txt}{space 14}ihs_sz_dist {c |}{col 27}{res}{space 2}-.0017091{col 39}{space 2} .0075077{col 50}{space 1}   -0.23{col 59}{space 3}0.821{col 67}{space 4}-.0166905{col 80}{space 3} .0132723
{txt}{space 6}ihs_bigcity_mindist {c |}{col 27}{res}{space 2} .0837208{col 39}{space 2} .0411338{col 50}{space 1}    2.04{col 59}{space 3}0.046{col 67}{space 4} .0016396{col 80}{space 3}  .165802
{txt}{space 19}avtemp {c |}{col 27}{res}{space 2} .0003958{col 39}{space 2} .0004191{col 50}{space 1}    0.94{col 59}{space 3}0.348{col 67}{space 4}-.0004405{col 80}{space 3}  .001232
{txt}{space 20}tosun {c |}{col 27}{res}{space 2} 2.01e-06{col 39}{space 2} 2.81e-06{col 50}{space 1}    0.72{col 59}{space 3}0.477{col 67}{space 4}-3.60e-06{col 80}{space 3} 7.63e-06
{txt}{space 13}dif_avtemp_3 {c |}{col 27}{res}{space 2}-.0000516{col 39}{space 2} .0013384{col 50}{space 1}   -0.04{col 59}{space 3}0.969{col 67}{space 4}-.0027224{col 80}{space 3} .0026192
{txt}{space 14}dif_tosun_3 {c |}{col 27}{res}{space 2}-.0000101{col 39}{space 2} .0000128{col 50}{space 1}   -0.79{col 59}{space 3}0.432{col 67}{space 4}-.0000357{col 80}{space 3} .0000155
{txt}{hline 26}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   3.487
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0619
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 858.851
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.636
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.price_hepa
Included instruments:{col 23}price_hepa ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.price_hepa
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. *Non-Hepa
. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.price_nonhepa=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.price_nonhepa) price_nonhepa $citycontrol $weathercontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}    72{txt}{col 55}Number of obs = {res}   41658
{txt}{col 55}F( 12,    71) = {res}    7.44
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res}  8589.24601{txt}{col 55}Centered R2   = {res}  0.0037
{txt}Total (uncentered) SS   = {res}  8589.24601{txt}{col 55}Uncentered R2 = {res}  0.0037
{txt}Residual SS             = {res} 8557.512451{txt}{col 55}Root MSE      = {res}   .4535

{txt}{hline 29}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 30}{c |}{col 42}    Robust
{col 1}                  give_birth{col 30}{c |} Coefficient{col 42}  std. err.{col 54}      t{col 62}   P>|t|{col 70}     [95% con{col 83}f. interval]
{hline 29}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 24}pm25 {c |}{col 30}{res}{space 2} .0006116{col 42}{space 2} .0018595{col 53}{space 1}    0.33{col 62}{space 3}0.743{col 70}{space 4}-.0030962{col 83}{space 3} .0043194
{txt}{space 18}dif_pm25_3 {c |}{col 30}{res}{space 2} .0013951{col 42}{space 2} .0052117{col 53}{space 1}    0.27{col 62}{space 3}0.790{col 70}{space 4}-.0089967{col 83}{space 3} .0117869
{txt}{space 28} {c |}
c.dif_pm25_3#c.price_nonhepa {c |}{col 30}{res}{space 2}-.0059548{col 42}{space 2} .0045931{col 53}{space 1}   -1.30{col 62}{space 3}0.199{col 70}{space 4}-.0151132{col 83}{space 3} .0032036
{txt}{space 28} {c |}
{space 15}price_nonhepa {c |}{col 30}{res}{space 2}-.0466942{col 42}{space 2} .0456395{col 53}{space 1}   -1.02{col 62}{space 3}0.310{col 70}{space 4}-.1376968{col 83}{space 3} .0443083
{txt}{space 17}ihs_tj_dist {c |}{col 30}{res}{space 2} .0055722{col 42}{space 2} .0161889{col 53}{space 1}    0.34{col 62}{space 3}0.732{col 70}{space 4}-.0267075{col 83}{space 3} .0378519
{txt}{space 17}ihs_sh_dist {c |}{col 30}{res}{space 2} .0088904{col 42}{space 2} .0057065{col 53}{space 1}    1.56{col 62}{space 3}0.124{col 70}{space 4}-.0024881{col 83}{space 3} .0202689
{txt}{space 17}ihs_sz_dist {c |}{col 30}{res}{space 2}  .000576{col 42}{space 2}  .006553{col 53}{space 1}    0.09{col 62}{space 3}0.930{col 70}{space 4}-.0124904{col 83}{space 3} .0136423
{txt}{space 9}ihs_bigcity_mindist {c |}{col 30}{res}{space 2} .0541752{col 42}{space 2} .0310312{col 53}{space 1}    1.75{col 62}{space 3}0.085{col 70}{space 4}-.0076992{col 83}{space 3} .1160495
{txt}{space 22}avtemp {c |}{col 30}{res}{space 2} .0005748{col 42}{space 2} .0003665{col 53}{space 1}    1.57{col 62}{space 3}0.121{col 70}{space 4} -.000156{col 83}{space 3} .0013056
{txt}{space 23}tosun {c |}{col 30}{res}{space 2} 1.76e-06{col 42}{space 2} 1.69e-06{col 53}{space 1}    1.04{col 62}{space 3}0.301{col 70}{space 4}-1.60e-06{col 83}{space 3} 5.12e-06
{txt}{space 16}dif_avtemp_3 {c |}{col 30}{res}{space 2} .0001579{col 42}{space 2}  .000881{col 53}{space 1}    0.18{col 62}{space 3}0.858{col 70}{space 4}-.0015988{col 83}{space 3} .0019145
{txt}{space 17}dif_tosun_3 {c |}{col 30}{res}{space 2}-4.23e-06{col 42}{space 2} 7.48e-06{col 53}{space 1}   -0.57{col 62}{space 3}0.573{col 70}{space 4}-.0000191{col 83}{space 3} .0000107
{txt}{hline 29}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.360
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0206
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1363.653
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.382
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.price_nonhepa
Included instruments:{col 23}price_nonhepa ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.price_nonhepa
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.price_nonhepa=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.price_nonhepa) price_nonhepa $citycontrol $weathercontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}    72{txt}{col 55}Number of obs = {res}   41658
{txt}{col 55}F( 12,    71) = {res}    7.83
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 8575.210395{txt}{col 55}Centered R2   = {res}  0.0042
{txt}Total (uncentered) SS   = {res} 8575.210395{txt}{col 55}Uncentered R2 = {res}  0.0042
{txt}Residual SS             = {res} 8539.162381{txt}{col 55}Root MSE      = {res}   .4532

{txt}{hline 29}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 30}{c |}{col 42}    Robust
{col 1}                  give_birth{col 30}{c |} Coefficient{col 42}  std. err.{col 54}      t{col 62}   P>|t|{col 70}     [95% con{col 83}f. interval]
{hline 29}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 24}pm25 {c |}{col 30}{res}{space 2} .0006844{col 42}{space 2} .0017992{col 53}{space 1}    0.38{col 62}{space 3}0.705{col 70}{space 4}-.0029031{col 83}{space 3}  .004272
{txt}{space 18}dif_pm25_3 {c |}{col 30}{res}{space 2}  .001204{col 42}{space 2} .0050908{col 53}{space 1}    0.24{col 62}{space 3}0.814{col 70}{space 4}-.0089468{col 83}{space 3} .0113548
{txt}{space 28} {c |}
c.dif_pm25_3#c.price_nonhepa {c |}{col 30}{res}{space 2}-.0056207{col 42}{space 2} .0044937{col 53}{space 1}   -1.25{col 62}{space 3}0.215{col 70}{space 4}-.0145809{col 83}{space 3} .0033396
{txt}{space 28} {c |}
{space 15}price_nonhepa {c |}{col 30}{res}{space 2}-.0445129{col 42}{space 2} .0442619{col 53}{space 1}   -1.01{col 62}{space 3}0.318{col 70}{space 4}-.1327685{col 83}{space 3} .0437427
{txt}{space 17}ihs_tj_dist {c |}{col 30}{res}{space 2} .0062492{col 42}{space 2} .0156843{col 53}{space 1}    0.40{col 62}{space 3}0.692{col 70}{space 4}-.0250244{col 83}{space 3} .0375227
{txt}{space 17}ihs_sh_dist {c |}{col 30}{res}{space 2} .0091223{col 42}{space 2} .0055033{col 53}{space 1}    1.66{col 62}{space 3}0.102{col 70}{space 4}-.0018509{col 83}{space 3} .0200955
{txt}{space 17}ihs_sz_dist {c |}{col 30}{res}{space 2} .0011597{col 42}{space 2} .0063838{col 53}{space 1}    0.18{col 62}{space 3}0.856{col 70}{space 4}-.0115693{col 83}{space 3} .0138886
{txt}{space 9}ihs_bigcity_mindist {c |}{col 30}{res}{space 2} .0543675{col 42}{space 2} .0305445{col 53}{space 1}    1.78{col 62}{space 3}0.079{col 70}{space 4}-.0065365{col 83}{space 3} .1152714
{txt}{space 22}avtemp {c |}{col 30}{res}{space 2} .0005926{col 42}{space 2} .0003581{col 53}{space 1}    1.65{col 62}{space 3}0.102{col 70}{space 4}-.0001215{col 83}{space 3} .0013067
{txt}{space 23}tosun {c |}{col 30}{res}{space 2} 1.74e-06{col 42}{space 2} 1.65e-06{col 53}{space 1}    1.05{col 62}{space 3}0.295{col 70}{space 4}-1.55e-06{col 83}{space 3} 5.04e-06
{txt}{space 16}dif_avtemp_3 {c |}{col 30}{res}{space 2} .0002061{col 42}{space 2} .0008491{col 53}{space 1}    0.24{col 62}{space 3}0.809{col 70}{space 4} -.001487{col 83}{space 3} .0018993
{txt}{space 17}dif_tosun_3 {c |}{col 30}{res}{space 2}-3.97e-06{col 42}{space 2} 7.26e-06{col 53}{space 1}   -0.55{col 62}{space 3}0.587{col 70}{space 4}-.0000184{col 83}{space 3} .0000105
{txt}{hline 29}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.450
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0196
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1370.377
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.435
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.price_nonhepa
Included instruments:{col 23}price_nonhepa ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.price_nonhepa
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel A26
. use "$workdata\census_han_reg",clear
{txt}
{com}. 
. *Panel A
. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.school_years=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.log_school_years) log_school_years $citycontrol $weathercontrol ,noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 12,   327) = {res}   53.11
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22281.69643{txt}{col 55}Centered R2   = {res}  0.0219
{txt}Total (uncentered) SS   = {res}       34723{txt}{col 55}Uncentered R2 = {res}  0.3724
{txt}Residual SS             = {res} 21793.35532{txt}{col 55}Root MSE      = {res}   .4742

{txt}{hline 28}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 29}{c |}{col 41}    Robust
{col 1}                 give_birth{col 29}{c |} Coefficient{col 41}  std. err.{col 53}      z{col 61}   P>|z|{col 69}     [95% con{col 82}f. interval]
{hline 28}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 23}pm25 {c |}{col 29}{res}{space 2}-.0014351{col 41}{space 2} .0019044{col 52}{space 1}   -0.75{col 61}{space 3}0.451{col 69}{space 4}-.0051677{col 82}{space 3} .0022975
{txt}{space 17}dif_pm25_3 {c |}{col 29}{res}{space 2} .0101349{col 41}{space 2} .0109785{col 52}{space 1}    0.92{col 61}{space 3}0.356{col 69}{space 4}-.0113826{col 82}{space 3} .0316523
{txt}{space 27} {c |}
c.dif_pm25_3#c.school_years {c |}{col 29}{res}{space 2}-.0017609{col 41}{space 2} .0008526{col 52}{space 1}   -2.07{col 61}{space 3}0.039{col 69}{space 4}-.0034319{col 82}{space 3}  -.00009
{txt}{space 27} {c |}
{space 11}log_school_years {c |}{col 29}{res}{space 2}-.1533121{col 41}{space 2} .0205733{col 52}{space 1}   -7.45{col 61}{space 3}0.000{col 69}{space 4} -.193635{col 82}{space 3}-.1129892
{txt}{space 16}ihs_tj_dist {c |}{col 29}{res}{space 2}-.0142009{col 41}{space 2} .0139153{col 52}{space 1}   -1.02{col 61}{space 3}0.307{col 69}{space 4}-.0414745{col 82}{space 3} .0130726
{txt}{space 16}ihs_sh_dist {c |}{col 29}{res}{space 2} .0000541{col 41}{space 2} .0057787{col 52}{space 1}    0.01{col 61}{space 3}0.993{col 69}{space 4} -.011272{col 82}{space 3} .0113802
{txt}{space 16}ihs_sz_dist {c |}{col 29}{res}{space 2}-.0018184{col 41}{space 2} .0052218{col 52}{space 1}   -0.35{col 61}{space 3}0.728{col 69}{space 4}-.0120529{col 82}{space 3} .0084162
{txt}{space 8}ihs_bigcity_mindist {c |}{col 29}{res}{space 2} .0151447{col 41}{space 2} .0030368{col 52}{space 1}    4.99{col 61}{space 3}0.000{col 69}{space 4} .0091926{col 82}{space 3} .0210968
{txt}{space 21}avtemp {c |}{col 29}{res}{space 2} .0007424{col 41}{space 2} .0001569{col 52}{space 1}    4.73{col 61}{space 3}0.000{col 69}{space 4} .0004349{col 82}{space 3} .0010499
{txt}{space 22}tosun {c |}{col 29}{res}{space 2}-1.95e-07{col 41}{space 2} 1.84e-06{col 52}{space 1}   -0.11{col 61}{space 3}0.916{col 69}{space 4}-3.81e-06{col 82}{space 3} 3.42e-06
{txt}{space 15}dif_avtemp_3 {c |}{col 29}{res}{space 2}-.0006605{col 41}{space 2} .0007538{col 52}{space 1}   -0.88{col 61}{space 3}0.381{col 69}{space 4} -.002138{col 82}{space 3}  .000817
{txt}{space 16}dif_tosun_3 {c |}{col 29}{res}{space 2}-5.69e-06{col 41}{space 2} 5.94e-06{col 52}{space 1}   -0.96{col 61}{space 3}0.338{col 69}{space 4}-.0000173{col 82}{space 3} 5.95e-06
{txt}{space 22}_cons {c |}{col 29}{res}{space 2}  .808665{col 41}{space 2} .1953583{col 52}{space 1}    4.14{col 61}{space 3}0.000{col 69}{space 4} .4257698{col 82}{space 3}  1.19156
{txt}{hline 28}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.098
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0135
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 610.243
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.952
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.school_years
Included instruments:{col 23}log_school_years ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.log_school_years
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.school_years=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.log_school_years) log_school_years $citycontrol $weathercontrol ,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 12,   327) = {res}   40.18
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21948.44477{txt}{col 55}Centered R2   = {res}  0.0071
{txt}Total (uncentered) SS   = {res} 21948.44477{txt}{col 55}Uncentered R2 = {res}  0.0071
{txt}Residual SS             = {res} 21791.89774{txt}{col 55}Root MSE      = {res}   .4742

{txt}{hline 28}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 29}{c |}{col 41}    Robust
{col 1}                 give_birth{col 29}{c |} Coefficient{col 41}  std. err.{col 53}      t{col 61}   P>|t|{col 69}     [95% con{col 82}f. interval]
{hline 28}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 23}pm25 {c |}{col 29}{res}{space 2} -.001413{col 41}{space 2} .0018689{col 52}{space 1}   -0.76{col 61}{space 3}0.450{col 69}{space 4}-.0050896{col 82}{space 3} .0022635
{txt}{space 17}dif_pm25_3 {c |}{col 29}{res}{space 2} .0102884{col 41}{space 2} .0108495{col 52}{space 1}    0.95{col 61}{space 3}0.344{col 69}{space 4}-.0110553{col 82}{space 3} .0316321
{txt}{space 27} {c |}
c.dif_pm25_3#c.school_years {c |}{col 29}{res}{space 2}-.0017672{col 41}{space 2} .0008497{col 52}{space 1}   -2.08{col 61}{space 3}0.038{col 69}{space 4}-.0034388{col 82}{space 3}-.0000955
{txt}{space 27} {c |}
{space 11}log_school_years {c |}{col 29}{res}{space 2}-.1534893{col 41}{space 2} .0204579{col 52}{space 1}   -7.50{col 61}{space 3}0.000{col 69}{space 4}-.1937349{col 82}{space 3}-.1132437
{txt}{space 16}ihs_tj_dist {c |}{col 29}{res}{space 2}-.0139264{col 41}{space 2} .0134475{col 52}{space 1}   -1.04{col 61}{space 3}0.301{col 69}{space 4} -.040381{col 82}{space 3} .0125282
{txt}{space 16}ihs_sh_dist {c |}{col 29}{res}{space 2} .0001574{col 41}{space 2} .0055995{col 52}{space 1}    0.03{col 61}{space 3}0.978{col 69}{space 4}-.0108581{col 82}{space 3} .0111729
{txt}{space 16}ihs_sz_dist {c |}{col 29}{res}{space 2}-.0016369{col 41}{space 2} .0049265{col 52}{space 1}   -0.33{col 61}{space 3}0.740{col 69}{space 4}-.0113284{col 82}{space 3} .0080547
{txt}{space 8}ihs_bigcity_mindist {c |}{col 29}{res}{space 2}  .010365{col 41}{space 2} .0135023{col 52}{space 1}    0.77{col 61}{space 3}0.443{col 69}{space 4}-.0161974{col 82}{space 3} .0369275
{txt}{space 21}avtemp {c |}{col 29}{res}{space 2} .0007342{col 41}{space 2} .0001469{col 52}{space 1}    5.00{col 61}{space 3}0.000{col 69}{space 4} .0004452{col 82}{space 3} .0010231
{txt}{space 22}tosun {c |}{col 29}{res}{space 2}-2.21e-07{col 41}{space 2} 1.81e-06{col 52}{space 1}   -0.12{col 61}{space 3}0.903{col 69}{space 4}-3.79e-06{col 82}{space 3} 3.35e-06
{txt}{space 15}dif_avtemp_3 {c |}{col 29}{res}{space 2}-.0006514{col 41}{space 2}  .000748{col 52}{space 1}   -0.87{col 61}{space 3}0.384{col 69}{space 4}-.0021228{col 82}{space 3} .0008201
{txt}{space 16}dif_tosun_3 {c |}{col 29}{res}{space 2}-5.65e-06{col 41}{space 2} 5.91e-06{col 52}{space 1}   -0.96{col 61}{space 3}0.339{col 69}{space 4}-.0000173{col 82}{space 3} 5.97e-06
{txt}{hline 28}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.833
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0089
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 654.762
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.212
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.school_years
Included instruments:{col 23}log_school_years ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.log_school_years
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.school_years=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.log_school_years) log_school_years $citycontrol $weathercontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 12,   327) = {res}   45.93
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21825.39111{txt}{col 55}Centered R2   = {res}  0.0091
{txt}Total (uncentered) SS   = {res} 21825.39111{txt}{col 55}Uncentered R2 = {res}  0.0091
{txt}Residual SS             = {res} 21626.11771{txt}{col 55}Root MSE      = {res}   .4725

{txt}{hline 28}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 29}{c |}{col 41}    Robust
{col 1}                 give_birth{col 29}{c |} Coefficient{col 41}  std. err.{col 53}      t{col 61}   P>|t|{col 69}     [95% con{col 82}f. interval]
{hline 28}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 23}pm25 {c |}{col 29}{res}{space 2}-.0012569{col 41}{space 2} .0018421{col 52}{space 1}   -0.68{col 61}{space 3}0.496{col 69}{space 4}-.0048808{col 82}{space 3} .0023669
{txt}{space 17}dif_pm25_3 {c |}{col 29}{res}{space 2} .0111752{col 41}{space 2} .0107709{col 52}{space 1}    1.04{col 61}{space 3}0.300{col 69}{space 4}-.0100138{col 82}{space 3} .0323641
{txt}{space 27} {c |}
c.dif_pm25_3#c.school_years {c |}{col 29}{res}{space 2}-.0018199{col 41}{space 2} .0008516{col 52}{space 1}   -2.14{col 61}{space 3}0.033{col 69}{space 4}-.0034953{col 82}{space 3}-.0001445
{txt}{space 27} {c |}
{space 11}log_school_years {c |}{col 29}{res}{space 2}-.1734943{col 41}{space 2} .0204692{col 52}{space 1}   -8.48{col 61}{space 3}0.000{col 69}{space 4}-.2137623{col 82}{space 3}-.1332263
{txt}{space 16}ihs_tj_dist {c |}{col 29}{res}{space 2}-.0129618{col 41}{space 2} .0133655{col 52}{space 1}   -0.97{col 61}{space 3}0.333{col 69}{space 4} -.039255{col 82}{space 3} .0133314
{txt}{space 16}ihs_sh_dist {c |}{col 29}{res}{space 2} .0005605{col 41}{space 2}  .005545{col 52}{space 1}    0.10{col 61}{space 3}0.920{col 69}{space 4}-.0103478{col 82}{space 3} .0114689
{txt}{space 16}ihs_sz_dist {c |}{col 29}{res}{space 2}-.0013716{col 41}{space 2} .0048162{col 52}{space 1}   -0.28{col 61}{space 3}0.776{col 69}{space 4}-.0108462{col 82}{space 3} .0081029
{txt}{space 8}ihs_bigcity_mindist {c |}{col 29}{res}{space 2} .0116497{col 41}{space 2} .0132894{col 52}{space 1}    0.88{col 61}{space 3}0.381{col 69}{space 4}-.0144938{col 82}{space 3} .0377932
{txt}{space 21}avtemp {c |}{col 29}{res}{space 2} .0007023{col 41}{space 2} .0001445{col 52}{space 1}    4.86{col 61}{space 3}0.000{col 69}{space 4}  .000418{col 82}{space 3} .0009866
{txt}{space 22}tosun {c |}{col 29}{res}{space 2}-5.07e-07{col 41}{space 2} 1.80e-06{col 52}{space 1}   -0.28{col 61}{space 3}0.778{col 69}{space 4}-4.05e-06{col 82}{space 3} 3.03e-06
{txt}{space 15}dif_avtemp_3 {c |}{col 29}{res}{space 2}-.0006027{col 41}{space 2} .0007236{col 52}{space 1}   -0.83{col 61}{space 3}0.405{col 69}{space 4}-.0020262{col 82}{space 3} .0008208
{txt}{space 16}dif_tosun_3 {c |}{col 29}{res}{space 2}-5.53e-06{col 41}{space 2} 5.84e-06{col 52}{space 1}   -0.95{col 61}{space 3}0.344{col 69}{space 4} -.000017{col 82}{space 3} 5.96e-06
{txt}{hline 28}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.798
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0091
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 652.097
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.199
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.school_years
Included instruments:{col 23}log_school_years ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.log_school_years
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.school_years=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.log_school_years) log_school_years $citycontrol $weathercontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   328{txt}{col 55}Number of obs = {res}   96910
{txt}{col 55}F( 12,   327) = {res}   45.71
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21801.31733{txt}{col 55}Centered R2   = {res}  0.0091
{txt}Total (uncentered) SS   = {res} 21801.31733{txt}{col 55}Uncentered R2 = {res}  0.0091
{txt}Residual SS             = {res} 21603.21084{txt}{col 55}Root MSE      = {res}   .4723

{txt}{hline 28}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 29}{c |}{col 41}    Robust
{col 1}                 give_birth{col 29}{c |} Coefficient{col 41}  std. err.{col 53}      t{col 61}   P>|t|{col 69}     [95% con{col 82}f. interval]
{hline 28}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 23}pm25 {c |}{col 29}{res}{space 2}-.0011801{col 41}{space 2} .0018328{col 52}{space 1}   -0.64{col 61}{space 3}0.520{col 69}{space 4}-.0047856{col 82}{space 3} .0024254
{txt}{space 17}dif_pm25_3 {c |}{col 29}{res}{space 2} .0111557{col 41}{space 2} .0106493{col 52}{space 1}    1.05{col 61}{space 3}0.296{col 69}{space 4}-.0097942{col 82}{space 3} .0321056
{txt}{space 27} {c |}
c.dif_pm25_3#c.school_years {c |}{col 29}{res}{space 2}-.0017934{col 41}{space 2} .0008347{col 52}{space 1}   -2.15{col 61}{space 3}0.032{col 69}{space 4}-.0034355{col 82}{space 3}-.0001513
{txt}{space 27} {c |}
{space 11}log_school_years {c |}{col 29}{res}{space 2}-.1715911{col 41}{space 2}  .020082{col 52}{space 1}   -8.54{col 61}{space 3}0.000{col 69}{space 4}-.2110973{col 82}{space 3}-.1320849
{txt}{space 16}ihs_tj_dist {c |}{col 29}{res}{space 2}-.0124394{col 41}{space 2} .0132091{col 52}{space 1}   -0.94{col 61}{space 3}0.347{col 69}{space 4} -.038425{col 82}{space 3} .0135462
{txt}{space 16}ihs_sh_dist {c |}{col 29}{res}{space 2} .0007368{col 41}{space 2} .0055165{col 52}{space 1}    0.13{col 61}{space 3}0.894{col 69}{space 4}-.0101155{col 82}{space 3} .0115891
{txt}{space 16}ihs_sz_dist {c |}{col 29}{res}{space 2}-.0010456{col 41}{space 2} .0047357{col 52}{space 1}   -0.22{col 61}{space 3}0.825{col 69}{space 4} -.010362{col 82}{space 3} .0082708
{txt}{space 8}ihs_bigcity_mindist {c |}{col 29}{res}{space 2} .0122423{col 41}{space 2} .0132274{col 52}{space 1}    0.93{col 61}{space 3}0.355{col 69}{space 4}-.0137792{col 82}{space 3} .0382638
{txt}{space 21}avtemp {c |}{col 29}{res}{space 2} .0007006{col 41}{space 2} .0001431{col 52}{space 1}    4.90{col 61}{space 3}0.000{col 69}{space 4} .0004192{col 82}{space 3}  .000982
{txt}{space 22}tosun {c |}{col 29}{res}{space 2}-5.61e-07{col 41}{space 2} 1.80e-06{col 52}{space 1}   -0.31{col 61}{space 3}0.755{col 69}{space 4}-4.09e-06{col 82}{space 3} 2.97e-06
{txt}{space 15}dif_avtemp_3 {c |}{col 29}{res}{space 2}-.0005744{col 41}{space 2}  .000719{col 52}{space 1}   -0.80{col 61}{space 3}0.425{col 69}{space 4}-.0019887{col 82}{space 3}   .00084
{txt}{space 16}dif_tosun_3 {c |}{col 29}{res}{space 2}-5.31e-06{col 41}{space 2} 5.81e-06{col 52}{space 1}   -0.91{col 61}{space 3}0.362{col 69}{space 4}-.0000167{col 82}{space 3} 6.12e-06
{txt}{hline 28}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.866
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0088
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 655.958
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.223
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.school_years
Included instruments:{col 23}log_school_years ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.log_school_years
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel B
. *Education return
. use "$workdata\census_han_reg",clear
{txt}
{com}. merge m:1 des_city using edu_return
{res}
{txt}{col 5}Result{col 33}Number of obs
{col 5}{hline 41}
{col 5}Not matched{col 30}{res}              25
{txt}{col 9}from master{col 30}{res}              13{txt}  (_merge==1)
{col 9}from using{col 30}{res}              12{txt}  (_merge==2)

{col 5}Matched{col 30}{res}          96,897{txt}  (_merge==3)
{col 5}{hline 41}

{com}. keep if _m == 3
{txt}(25 observations deleted)

{com}. drop _m
{txt}
{com}. 
. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.precoll_return=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.precoll_return) precoll_return $citycontrol $weathercontrol ,noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   324{txt}{col 55}Number of obs = {res}   96897
{txt}{col 55}F( 12,   323) = {res}   46.01
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 22279.74395{txt}{col 55}Centered R2   = {res}  0.0227
{txt}Total (uncentered) SS   = {res}       34722{txt}{col 55}Uncentered R2 = {res}  0.3729
{txt}Residual SS             = {res} 21774.55835{txt}{col 55}Root MSE      = {res}    .474

{txt}{hline 30}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 31}{c |}{col 43}    Robust
{col 1}                   give_birth{col 31}{c |} Coefficient{col 43}  std. err.{col 55}      z{col 63}   P>|z|{col 71}     [95% con{col 84}f. interval]
{hline 30}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 25}pm25 {c |}{col 31}{res}{space 2}-.0012822{col 43}{space 2} .0018044{col 54}{space 1}   -0.71{col 63}{space 3}0.477{col 71}{space 4}-.0048188{col 84}{space 3} .0022543
{txt}{space 19}dif_pm25_3 {c |}{col 31}{res}{space 2} .0172438{col 43}{space 2} .0107236{col 54}{space 1}    1.61{col 63}{space 3}0.108{col 71}{space 4} -.003774{col 84}{space 3} .0382616
{txt}{space 29} {c |}
c.dif_pm25_3#c.precoll_return {c |}{col 31}{res}{space 2}-.0417052{col 43}{space 2} .0152344{col 54}{space 1}   -2.74{col 63}{space 3}0.006{col 71}{space 4} -.071564{col 84}{space 3}-.0118464
{txt}{space 29} {c |}
{space 15}precoll_return {c |}{col 31}{res}{space 2}-.2378376{col 43}{space 2} .0623698{col 54}{space 1}   -3.81{col 63}{space 3}0.000{col 71}{space 4}-.3600801{col 84}{space 3}-.1155951
{txt}{space 18}ihs_tj_dist {c |}{col 31}{res}{space 2}-.0052619{col 43}{space 2}   .01377{col 54}{space 1}   -0.38{col 63}{space 3}0.702{col 71}{space 4}-.0322506{col 84}{space 3} .0217268
{txt}{space 18}ihs_sh_dist {c |}{col 31}{res}{space 2} .0013438{col 43}{space 2} .0054353{col 54}{space 1}    0.25{col 63}{space 3}0.805{col 71}{space 4}-.0093092{col 84}{space 3} .0119968
{txt}{space 18}ihs_sz_dist {c |}{col 31}{res}{space 2}-.0067935{col 43}{space 2} .0054128{col 54}{space 1}   -1.26{col 63}{space 3}0.209{col 71}{space 4}-.0174024{col 84}{space 3} .0038153
{txt}{space 10}ihs_bigcity_mindist {c |}{col 31}{res}{space 2} .0150244{col 43}{space 2}  .002668{col 54}{space 1}    5.63{col 63}{space 3}0.000{col 71}{space 4} .0097952{col 84}{space 3} .0202536
{txt}{space 23}avtemp {c |}{col 31}{res}{space 2} .0005694{col 43}{space 2} .0001833{col 54}{space 1}    3.11{col 63}{space 3}0.002{col 71}{space 4} .0002102{col 84}{space 3} .0009287
{txt}{space 24}tosun {c |}{col 31}{res}{space 2}-3.91e-07{col 43}{space 2} 1.83e-06{col 54}{space 1}   -0.21{col 63}{space 3}0.831{col 71}{space 4}-3.98e-06{col 84}{space 3} 3.20e-06
{txt}{space 17}dif_avtemp_3 {c |}{col 31}{res}{space 2}-.0003108{col 43}{space 2} .0007202{col 54}{space 1}   -0.43{col 63}{space 3}0.666{col 71}{space 4}-.0017224{col 84}{space 3} .0011007
{txt}{space 18}dif_tosun_3 {c |}{col 31}{res}{space 2}-4.76e-06{col 43}{space 2} 5.86e-06{col 54}{space 1}   -0.81{col 63}{space 3}0.416{col 71}{space 4}-.0000162{col 84}{space 3} 6.72e-06
{txt}{space 24}_cons {c |}{col 31}{res}{space 2} .4865603{col 43}{space 2}  .199547{col 54}{space 1}    2.44{col 63}{space 3}0.015{col 71}{space 4} .0954553{col 84}{space 3} .8776653
{txt}{hline 30}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.895
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0152
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 979.662
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.036
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.precoll_return
Included instruments:{col 23}precoll_return ihs_tj_dist ihs_sh_dist ihs_sz_dist
{col 23}ihs_bigcity_mindist avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.precoll_return
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.precoll_return=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.precoll_return) $citycontrol $weathercontrol ,abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   324{txt}{col 55}Number of obs = {res}   96897
{txt}{col 55}F( 11,   323) = {res}   14.09
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21946.19219{txt}{col 55}Centered R2   = {res}  0.0056
{txt}Total (uncentered) SS   = {res} 21946.19219{txt}{col 55}Uncentered R2 = {res}  0.0056
{txt}Residual SS             = {res} 21822.58306{txt}{col 55}Root MSE      = {res}   .4746

{txt}{hline 30}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 31}{c |}{col 43}    Robust
{col 1}                   give_birth{col 31}{c |} Coefficient{col 43}  std. err.{col 55}      t{col 63}   P>|t|{col 71}     [95% con{col 84}f. interval]
{hline 30}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 25}pm25 {c |}{col 31}{res}{space 2}-.0021114{col 43}{space 2} .0018875{col 54}{space 1}   -1.12{col 63}{space 3}0.264{col 71}{space 4}-.0058247{col 84}{space 3} .0016019
{txt}{space 19}dif_pm25_3 {c |}{col 31}{res}{space 2} .0014158{col 43}{space 2} .0080395{col 54}{space 1}    0.18{col 63}{space 3}0.860{col 71}{space 4}-.0144007{col 84}{space 3} .0172322
{txt}{space 29} {c |}
c.dif_pm25_3#c.precoll_return {c |}{col 31}{res}{space 2}-.0190503{col 43}{space 2} .0108955{col 54}{space 1}   -1.75{col 63}{space 3}0.081{col 71}{space 4}-.0404854{col 84}{space 3} .0023847
{txt}{space 29} {c |}
{space 18}ihs_tj_dist {c |}{col 31}{res}{space 2}-.0133351{col 43}{space 2} .0144585{col 54}{space 1}   -0.92{col 63}{space 3}0.357{col 71}{space 4}-.0417798{col 84}{space 3} .0151096
{txt}{space 18}ihs_sh_dist {c |}{col 31}{res}{space 2}   .00148{col 43}{space 2} .0058741{col 54}{space 1}    0.25{col 63}{space 3}0.801{col 71}{space 4}-.0100762{col 84}{space 3} .0130363
{txt}{space 18}ihs_sz_dist {c |}{col 31}{res}{space 2}-.0025309{col 43}{space 2} .0056543{col 54}{space 1}   -0.45{col 63}{space 3}0.655{col 71}{space 4}-.0136549{col 84}{space 3} .0085931
{txt}{space 10}ihs_bigcity_mindist {c |}{col 31}{res}{space 2} .0108875{col 43}{space 2} .0140961{col 54}{space 1}    0.77{col 63}{space 3}0.440{col 71}{space 4}-.0168444{col 84}{space 3} .0386193
{txt}{space 23}avtemp {c |}{col 31}{res}{space 2} .0007357{col 43}{space 2} .0001672{col 54}{space 1}    4.40{col 63}{space 3}0.000{col 71}{space 4} .0004068{col 84}{space 3} .0010646
{txt}{space 24}tosun {c |}{col 31}{res}{space 2}-2.21e-07{col 43}{space 2} 2.06e-06{col 54}{space 1}   -0.11{col 63}{space 3}0.915{col 71}{space 4}-4.27e-06{col 84}{space 3} 3.82e-06
{txt}{space 17}dif_avtemp_3 {c |}{col 31}{res}{space 2}-.0008614{col 43}{space 2} .0006995{col 54}{space 1}   -1.23{col 63}{space 3}0.219{col 71}{space 4}-.0022375{col 84}{space 3} .0005148
{txt}{space 18}dif_tosun_3 {c |}{col 31}{res}{space 2}-5.48e-06{col 43}{space 2} 6.40e-06{col 54}{space 1}   -0.86{col 63}{space 3}0.393{col 71}{space 4}-.0000181{col 84}{space 3} 7.12e-06
{txt}{hline 30}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   7.048
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0079
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1097.551
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.381
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.precoll_return
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.precoll_return
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.precoll_return=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.precoll_return) $citycontrol $weathercontrol ,abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   324{txt}{col 55}Number of obs = {res}   96897
{txt}{col 55}F( 11,   323) = {res}   14.12
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 21823.23572{txt}{col 55}Centered R2   = {res}  0.0055
{txt}Total (uncentered) SS   = {res} 21823.23572{txt}{col 55}Uncentered R2 = {res}  0.0055
{txt}Residual SS             = {res} 21702.27708{txt}{col 55}Root MSE      = {res}   .4734

{txt}{hline 30}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 31}{c |}{col 43}    Robust
{col 1}                   give_birth{col 31}{c |} Coefficient{col 43}  std. err.{col 55}      t{col 63}   P>|t|{col 71}     [95% con{col 84}f. interval]
{hline 30}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 25}pm25 {c |}{col 31}{res}{space 2}-.0020673{col 43}{space 2} .0018928{col 54}{space 1}   -1.09{col 63}{space 3}0.276{col 71}{space 4}-.0057911{col 84}{space 3} .0016564
{txt}{space 19}dif_pm25_3 {c |}{col 31}{res}{space 2} .0013031{col 43}{space 2} .0081322{col 54}{space 1}    0.16{col 63}{space 3}0.873{col 71}{space 4}-.0146958{col 84}{space 3} .0173019
{txt}{space 29} {c |}
c.dif_pm25_3#c.precoll_return {c |}{col 31}{res}{space 2}-.0189306{col 43}{space 2} .0109838{col 54}{space 1}   -1.72{col 63}{space 3}0.086{col 71}{space 4}-.0405395{col 84}{space 3} .0026782
{txt}{space 29} {c |}
{space 18}ihs_tj_dist {c |}{col 31}{res}{space 2}-.0129393{col 43}{space 2} .0146329{col 54}{space 1}   -0.88{col 63}{space 3}0.377{col 71}{space 4}-.0417272{col 84}{space 3} .0158486
{txt}{space 18}ihs_sh_dist {c |}{col 31}{res}{space 2} .0017682{col 43}{space 2} .0059115{col 54}{space 1}    0.30{col 63}{space 3}0.765{col 71}{space 4}-.0098618{col 84}{space 3} .0133981
{txt}{space 18}ihs_sz_dist {c |}{col 31}{res}{space 2}-.0024677{col 43}{space 2} .0057039{col 54}{space 1}   -0.43{col 63}{space 3}0.666{col 71}{space 4}-.0136891{col 84}{space 3} .0087537
{txt}{space 10}ihs_bigcity_mindist {c |}{col 31}{res}{space 2} .0116746{col 43}{space 2} .0141372{col 54}{space 1}    0.83{col 63}{space 3}0.410{col 71}{space 4} -.016138{col 84}{space 3} .0394872
{txt}{space 23}avtemp {c |}{col 31}{res}{space 2} .0007216{col 43}{space 2} .0001684{col 54}{space 1}    4.29{col 63}{space 3}0.000{col 71}{space 4} .0003904{col 84}{space 3} .0010529
{txt}{space 24}tosun {c |}{col 31}{res}{space 2}-3.31e-07{col 43}{space 2} 2.07e-06{col 54}{space 1}   -0.16{col 63}{space 3}0.873{col 71}{space 4}-4.41e-06{col 84}{space 3} 3.75e-06
{txt}{space 17}dif_avtemp_3 {c |}{col 31}{res}{space 2}-.0008419{col 43}{space 2}  .000691{col 54}{space 1}   -1.22{col 63}{space 3}0.224{col 71}{space 4}-.0022014{col 84}{space 3} .0005176
{txt}{space 18}dif_tosun_3 {c |}{col 31}{res}{space 2}-5.64e-06{col 43}{space 2} 6.44e-06{col 54}{space 1}   -0.88{col 63}{space 3}0.382{col 71}{space 4}-.0000183{col 84}{space 3} 7.03e-06
{txt}{hline 30}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.991
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0082
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1084.967
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.359
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.precoll_return
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.precoll_return
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3 c.dif_pm25_3#c.precoll_return=thermalstrength2009 dif_thermalstrength_3 c.dif_thermalstrength_3#c.precoll_return) $citycontrol $weathercontrol ,abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   324{txt}{col 55}Number of obs = {res}   96897
{txt}{col 55}F( 11,   323) = {res}   14.16
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res}  21799.1161{txt}{col 55}Centered R2   = {res}  0.0060
{txt}Total (uncentered) SS   = {res}  21799.1161{txt}{col 55}Uncentered R2 = {res}  0.0060
{txt}Residual SS             = {res} 21669.01367{txt}{col 55}Root MSE      = {res}   .4731

{txt}{hline 30}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 31}{c |}{col 43}    Robust
{col 1}                   give_birth{col 31}{c |} Coefficient{col 43}  std. err.{col 55}      t{col 63}   P>|t|{col 71}     [95% con{col 84}f. interval]
{hline 30}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 25}pm25 {c |}{col 31}{res}{space 2}-.0019252{col 43}{space 2} .0018769{col 54}{space 1}   -1.03{col 63}{space 3}0.306{col 71}{space 4}-.0056176{col 84}{space 3} .0017672
{txt}{space 19}dif_pm25_3 {c |}{col 31}{res}{space 2} .0018503{col 43}{space 2} .0079799{col 54}{space 1}    0.23{col 63}{space 3}0.817{col 71}{space 4}-.0138489{col 84}{space 3} .0175495
{txt}{space 29} {c |}
c.dif_pm25_3#c.precoll_return {c |}{col 31}{res}{space 2}-.0190471{col 43}{space 2} .0108014{col 54}{space 1}   -1.76{col 63}{space 3}0.079{col 71}{space 4} -.040297{col 84}{space 3} .0022028
{txt}{space 29} {c |}
{space 18}ihs_tj_dist {c |}{col 31}{res}{space 2}-.0122117{col 43}{space 2} .0143539{col 54}{space 1}   -0.85{col 63}{space 3}0.396{col 71}{space 4}-.0404507{col 84}{space 3} .0160273
{txt}{space 18}ihs_sh_dist {c |}{col 31}{res}{space 2} .0019828{col 43}{space 2} .0058524{col 54}{space 1}    0.34{col 63}{space 3}0.735{col 71}{space 4}-.0095309{col 84}{space 3} .0134964
{txt}{space 18}ihs_sz_dist {c |}{col 31}{res}{space 2}-.0019783{col 43}{space 2} .0055251{col 54}{space 1}   -0.36{col 63}{space 3}0.721{col 71}{space 4}-.0128481{col 84}{space 3} .0088915
{txt}{space 10}ihs_bigcity_mindist {c |}{col 31}{res}{space 2} .0127097{col 43}{space 2} .0140267{col 54}{space 1}    0.91{col 63}{space 3}0.366{col 71}{space 4}-.0148854{col 84}{space 3} .0403049
{txt}{space 23}avtemp {c |}{col 31}{res}{space 2} .0007178{col 43}{space 2} .0001653{col 54}{space 1}    4.34{col 63}{space 3}0.000{col 71}{space 4} .0003926{col 84}{space 3}  .001043
{txt}{space 24}tosun {c |}{col 31}{res}{space 2}-4.46e-07{col 43}{space 2} 2.05e-06{col 54}{space 1}   -0.22{col 63}{space 3}0.828{col 71}{space 4}-4.48e-06{col 84}{space 3} 3.58e-06
{txt}{space 17}dif_avtemp_3 {c |}{col 31}{res}{space 2}-.0007887{col 43}{space 2} .0006838{col 54}{space 1}   -1.15{col 63}{space 3}0.250{col 71}{space 4}-.0021339{col 84}{space 3} .0005566
{txt}{space 18}dif_tosun_3 {c |}{col 31}{res}{space 2}-5.23e-06{col 43}{space 2} 6.35e-06{col 54}{space 1}   -0.82{col 63}{space 3}0.411{col 71}{space 4}-.0000177{col 84}{space 3} 7.26e-06
{txt}{hline 30}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   7.022
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0081
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1086.128
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.368
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.precoll_return
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.precoll_return
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel A27
. use "$workdata\clds_willing",clear
{txt}
{com}. bys year: egen mean_income = mean(income)
{txt}
{com}. bys year: g high_income = income>mean_income&income<.
{txt}
{com}. replace high_income = . if income == .
{txt}(6,301 real changes made, 6,301 to missing)

{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3 c.dif_pm25_3#c.high_income=thermalstrength dif_thermalstrength_3 c.dif_thermalstrength_3#c.high_income) high_income married child_num,abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 37 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 49 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   232{txt}{col 55}Number of obs = {res}    9606
{txt}{col 55}F(  6,   231) = {res}   47.28
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 2480.867561{txt}{col 55}Centered R2   = {res}  0.0444
{txt}Total (uncentered) SS   = {res} 2480.867561{txt}{col 55}Uncentered R2 = {res}  0.0444
{txt}Residual SS             = {res} 2370.663591{txt}{col 55}Root MSE      = {res}   .5042

{txt}{hline 27}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 28}{c |}{col 40}    Robust
{col 1}           dream_child_num{col 28}{c |} Coefficient{col 40}  std. err.{col 52}      t{col 60}   P>|t|{col 68}     [95% con{col 81}f. interval]
{hline 27}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 22}pm25 {c |}{col 28}{res}{space 2}  .022845{col 40}{space 2} .0121813{col 51}{space 1}    1.88{col 60}{space 3}0.062{col 68}{space 4}-.0011556{col 81}{space 3} .0468456
{txt}{space 16}dif_pm25_3 {c |}{col 28}{res}{space 2}-.0129154{col 40}{space 2} .0076011{col 51}{space 1}   -1.70{col 60}{space 3}0.091{col 68}{space 4}-.0278917{col 81}{space 3} .0020609
{txt}{space 26} {c |}
c.dif_pm25_3#c.high_income {c |}{col 28}{res}{space 2}-.0275144{col 40}{space 2} .0153524{col 51}{space 1}   -1.79{col 60}{space 3}0.074{col 68}{space 4} -.057763{col 81}{space 3} .0027342
{txt}{space 26} {c |}
{space 15}high_income {c |}{col 28}{res}{space 2}-.0034259{col 40}{space 2} .0267641{col 51}{space 1}   -0.13{col 60}{space 3}0.898{col 68}{space 4} -.056159{col 81}{space 3} .0493071
{txt}{space 19}married {c |}{col 28}{res}{space 2}-.0597634{col 40}{space 2} .0220735{col 51}{space 1}   -2.71{col 60}{space 3}0.007{col 68}{space 4}-.1032546{col 81}{space 3}-.0162722
{txt}{space 17}child_num {c |}{col 28}{res}{space 2} .1755472{col 40}{space 2}  .012738{col 51}{space 1}   13.78{col 60}{space 3}0.000{col 68}{space 4} .1504497{col 81}{space 3} .2006448
{txt}{hline 27}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.010
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0142
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 132.100
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.989
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.high_income
Included instruments:{col 23}high_income married child_num
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.high_income
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      232{col 27}{space 1}      232{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      275{col 27}{space 1}        1{col 39}{result}{space 1}      274{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3 c.dif_pm25_3#c.high_income=thermalstrength dif_thermalstrength_3 c.dif_thermalstrength_3#c.high_income) high_income married child_num,abs(des_city year source_city birthyear) cluster(des_city)
{res}{txt}(dropped 38 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 49 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   232{txt}{col 55}Number of obs = {res}    9605
{txt}{col 55}F(  6,   231) = {res}   31.20
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res}  2417.24022{txt}{col 55}Centered R2   = {res}  0.0282
{txt}Total (uncentered) SS   = {res}  2417.24022{txt}{col 55}Uncentered R2 = {res}  0.0282
{txt}Residual SS             = {res} 2349.098848{txt}{col 55}Root MSE      = {res}    .503

{txt}{hline 27}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 28}{c |}{col 40}    Robust
{col 1}           dream_child_num{col 28}{c |} Coefficient{col 40}  std. err.{col 52}      t{col 60}   P>|t|{col 68}     [95% con{col 81}f. interval]
{hline 27}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 22}pm25 {c |}{col 28}{res}{space 2} .0232486{col 40}{space 2} .0123365{col 51}{space 1}    1.88{col 60}{space 3}0.061{col 68}{space 4}-.0010577{col 81}{space 3}  .047555
{txt}{space 16}dif_pm25_3 {c |}{col 28}{res}{space 2}-.0143445{col 40}{space 2} .0077029{col 51}{space 1}   -1.86{col 60}{space 3}0.064{col 68}{space 4}-.0295215{col 81}{space 3} .0008324
{txt}{space 26} {c |}
c.dif_pm25_3#c.high_income {c |}{col 28}{res}{space 2}-.0263201{col 40}{space 2} .0151856{col 51}{space 1}   -1.73{col 60}{space 3}0.084{col 68}{space 4}-.0562401{col 81}{space 3} .0035999
{txt}{space 26} {c |}
{space 15}high_income {c |}{col 28}{res}{space 2} .0008004{col 40}{space 2} .0261417{col 51}{space 1}    0.03{col 60}{space 3}0.976{col 68}{space 4}-.0507062{col 81}{space 3} .0523071
{txt}{space 19}married {c |}{col 28}{res}{space 2} -.053897{col 40}{space 2} .0222773{col 51}{space 1}   -2.42{col 60}{space 3}0.016{col 68}{space 4}-.0977897{col 81}{space 3}-.0100044
{txt}{space 17}child_num {c |}{col 28}{res}{space 2} .1689531{col 40}{space 2} .0136105{col 51}{space 1}   12.41{col 60}{space 3}0.000{col 68}{space 4} .1421365{col 81}{space 3} .1957697
{txt}{hline 27}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.037
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0140
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 131.878
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.993
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.high_income
Included instruments:{col 23}high_income married child_num
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.high_income
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      232{col 27}{space 1}      232{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      275{col 27}{space 1}        1{col 39}{result}{space 1}      274{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       38{col 27}{space 1}        1{col 39}{result}{space 1}       37{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3 c.dif_pm25_3#c.high_income=thermalstrength dif_thermalstrength_3 c.dif_thermalstrength_3#c.high_income) high_income married child_num $weathercontrol ,abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 37 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 49 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   232{txt}{col 55}Number of obs = {res}    9606
{txt}{col 55}F( 10,   231) = {res}   29.24
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 2480.867561{txt}{col 55}Centered R2   = {res}  0.0440
{txt}Total (uncentered) SS   = {res} 2480.867561{txt}{col 55}Uncentered R2 = {res}  0.0440
{txt}Residual SS             = {res} 2371.798261{txt}{col 55}Root MSE      = {res}   .5045

{txt}{hline 27}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 28}{c |}{col 40}    Robust
{col 1}           dream_child_num{col 28}{c |} Coefficient{col 40}  std. err.{col 52}      t{col 60}   P>|t|{col 68}     [95% con{col 81}f. interval]
{hline 27}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 22}pm25 {c |}{col 28}{res}{space 2} .0254942{col 40}{space 2} .0122381{col 51}{space 1}    2.08{col 60}{space 3}0.038{col 68}{space 4} .0013816{col 81}{space 3} .0496068
{txt}{space 16}dif_pm25_3 {c |}{col 28}{res}{space 2} -.013525{col 40}{space 2} .0096185{col 51}{space 1}   -1.41{col 60}{space 3}0.161{col 68}{space 4}-.0324763{col 81}{space 3} .0054262
{txt}{space 26} {c |}
c.dif_pm25_3#c.high_income {c |}{col 28}{res}{space 2}-.0280849{col 40}{space 2} .0155422{col 51}{space 1}   -1.81{col 60}{space 3}0.072{col 68}{space 4}-.0587074{col 81}{space 3} .0025377
{txt}{space 26} {c |}
{space 15}high_income {c |}{col 28}{res}{space 2}-.0027814{col 40}{space 2}  .027129{col 51}{space 1}   -0.10{col 60}{space 3}0.918{col 68}{space 4}-.0562334{col 81}{space 3} .0506705
{txt}{space 19}married {c |}{col 28}{res}{space 2}-.0611004{col 40}{space 2} .0222317{col 51}{space 1}   -2.75{col 60}{space 3}0.006{col 68}{space 4}-.1049032{col 81}{space 3}-.0172976
{txt}{space 17}child_num {c |}{col 28}{res}{space 2}   .17585{col 40}{space 2} .0127862{col 51}{space 1}   13.75{col 60}{space 3}0.000{col 68}{space 4} .1506574{col 81}{space 3} .2010425
{txt}{space 20}avtemp {c |}{col 28}{res}{space 2} .0063676{col 40}{space 2} .0045147{col 51}{space 1}    1.41{col 60}{space 3}0.160{col 68}{space 4}-.0025277{col 81}{space 3} .0152629
{txt}{space 21}tosun {c |}{col 28}{res}{space 2} 4.58e-06{col 40}{space 2} 2.94e-06{col 51}{space 1}    1.56{col 60}{space 3}0.120{col 68}{space 4}-1.21e-06{col 81}{space 3} .0000104
{txt}{space 14}dif_avtemp_3 {c |}{col 28}{res}{space 2}-.0048376{col 40}{space 2} .0044238{col 51}{space 1}   -1.09{col 60}{space 3}0.275{col 68}{space 4}-.0135537{col 81}{space 3} .0038785
{txt}{space 15}dif_tosun_3 {c |}{col 28}{res}{space 2}-2.90e-06{col 40}{space 2} 1.73e-06{col 51}{space 1}   -1.68{col 60}{space 3}0.094{col 68}{space 4}-6.30e-06{col 81}{space 3} 5.00e-07
{txt}{hline 27}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.351
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0117
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 100.114
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.290
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.high_income
Included instruments:{col 23}high_income married child_num avtemp tosun dif_avtemp_3
{col 23}dif_tosun_3
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.high_income
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      232{col 27}{space 1}      232{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      275{col 27}{space 1}        1{col 39}{result}{space 1}      274{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3 c.dif_pm25_3#c.high_income=thermalstrength dif_thermalstrength_3 c.dif_thermalstrength_3#c.high_income) high_income married child_num $weathercontrol ,abs(des_city year source_city birthyear) cluster(des_city)
{res}{txt}(dropped 38 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 49 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   232{txt}{col 55}Number of obs = {res}    9605
{txt}{col 55}F( 10,   231) = {res}   19.14
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res}  2417.24022{txt}{col 55}Centered R2   = {res}  0.0275
{txt}Total (uncentered) SS   = {res}  2417.24022{txt}{col 55}Uncentered R2 = {res}  0.0275
{txt}Residual SS             = {res}  2350.79077{txt}{col 55}Root MSE      = {res}   .5033

{txt}{hline 27}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 28}{c |}{col 40}    Robust
{col 1}           dream_child_num{col 28}{c |} Coefficient{col 40}  std. err.{col 52}      t{col 60}   P>|t|{col 68}     [95% con{col 81}f. interval]
{hline 27}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 22}pm25 {c |}{col 28}{res}{space 2} .0262809{col 40}{space 2} .0125865{col 51}{space 1}    2.09{col 60}{space 3}0.038{col 68}{space 4}  .001482{col 81}{space 3} .0510798
{txt}{space 16}dif_pm25_3 {c |}{col 28}{res}{space 2}-.0153141{col 40}{space 2} .0097009{col 51}{space 1}   -1.58{col 60}{space 3}0.116{col 68}{space 4}-.0344276{col 81}{space 3} .0037993
{txt}{space 26} {c |}
c.dif_pm25_3#c.high_income {c |}{col 28}{res}{space 2}-.0270412{col 40}{space 2} .0153898{col 51}{space 1}   -1.76{col 60}{space 3}0.080{col 68}{space 4}-.0573635{col 81}{space 3} .0032811
{txt}{space 26} {c |}
{space 15}high_income {c |}{col 28}{res}{space 2} .0014766{col 40}{space 2} .0265962{col 51}{space 1}    0.06{col 60}{space 3}0.956{col 68}{space 4}-.0509256{col 81}{space 3} .0538788
{txt}{space 19}married {c |}{col 28}{res}{space 2}-.0555018{col 40}{space 2} .0223512{col 51}{space 1}   -2.48{col 60}{space 3}0.014{col 68}{space 4}  -.09954{col 81}{space 3}-.0114636
{txt}{space 17}child_num {c |}{col 28}{res}{space 2} .1691843{col 40}{space 2} .0136548{col 51}{space 1}   12.39{col 60}{space 3}0.000{col 68}{space 4} .1422804{col 81}{space 3} .1960882
{txt}{space 20}avtemp {c |}{col 28}{res}{space 2} .0066797{col 40}{space 2}   .00458{col 51}{space 1}    1.46{col 60}{space 3}0.146{col 68}{space 4}-.0023443{col 81}{space 3} .0157037
{txt}{space 21}tosun {c |}{col 28}{res}{space 2} 5.24e-06{col 40}{space 2} 3.06e-06{col 51}{space 1}    1.71{col 60}{space 3}0.088{col 68}{space 4}-7.81e-07{col 81}{space 3} .0000113
{txt}{space 14}dif_avtemp_3 {c |}{col 28}{res}{space 2}-.0049875{col 40}{space 2} .0044674{col 51}{space 1}   -1.12{col 60}{space 3}0.265{col 68}{space 4}-.0137895{col 81}{space 3} .0038146
{txt}{space 15}dif_tosun_3 {c |}{col 28}{res}{space 2}-3.09e-06{col 40}{space 2} 1.75e-06{col 51}{space 1}   -1.76{col 60}{space 3}0.079{col 68}{space 4}-6.54e-06{col 81}{space 3} 3.61e-07
{txt}{hline 27}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.417
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0113
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}  99.947
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.305
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 64}<not available>
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3 c.dif_pm25_3#c.high_income
Included instruments:{col 23}high_income married child_num avtemp tosun dif_avtemp_3
{col 23}dif_tosun_3
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{col 23}c.dif_thermalstrength_3#c.high_income
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      232{col 27}{space 1}      232{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      275{col 27}{space 1}        1{col 39}{result}{space 1}      274{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       38{col 27}{space 1}        1{col 39}{result}{space 1}       37{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. 
. *Panel A28
. use "$workdata\census_han_reg",clear
{txt}
{com}. g log_income_1 = log(income_1)
{txt}(7,599 missing values generated)

{com}. local control = "log_income_1 growth_income_1"
{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',noabs cluster(des_city) keepsing
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   272{txt}{col 55}Number of obs = {res}   89311
{txt}{col 55}F( 12,   271) = {res}   33.33
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20638.04839{txt}{col 55}Centered R2   = {res}  0.0204
{txt}Total (uncentered) SS   = {res}       32371{txt}{col 55}Uncentered R2 = {res}  0.3755
{txt}Residual SS             = {res} 20216.66602{txt}{col 55}Root MSE      = {res}   .4758

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      z{col 53}   P>|z|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0036064{col 33}{space 2} .0018523{col 44}{space 1}   -1.95{col 53}{space 3}0.052{col 61}{space 4}-.0072369{col 74}{space 3} .0000241
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0112995{col 33}{space 2} .0050067{col 44}{space 1}   -2.26{col 53}{space 3}0.024{col 61}{space 4}-.0211124{col 74}{space 3}-.0014865
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0251105{col 33}{space 2} .0132582{col 44}{space 1}   -1.89{col 53}{space 3}0.058{col 61}{space 4} -.051096{col 74}{space 3} .0008751
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0081744{col 33}{space 2} .0049568{col 44}{space 1}   -1.65{col 53}{space 3}0.099{col 61}{space 4}-.0178894{col 74}{space 3} .0015407
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2} -.002624{col 33}{space 2} .0050389{col 44}{space 1}   -0.52{col 53}{space 3}0.603{col 61}{space 4}-.0125002{col 74}{space 3} .0072521
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0105072{col 33}{space 2} .0031029{col 44}{space 1}    3.39{col 53}{space 3}0.001{col 61}{space 4} .0044256{col 74}{space 3} .0165887
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0009251{col 33}{space 2} .0001742{col 44}{space 1}    5.31{col 53}{space 3}0.000{col 61}{space 4} .0005837{col 74}{space 3} .0012665
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 2.02e-06{col 33}{space 2} 1.94e-06{col 44}{space 1}    1.04{col 53}{space 3}0.297{col 61}{space 4}-1.78e-06{col 74}{space 3} 5.83e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0014353{col 33}{space 2} .0006833{col 44}{space 1}   -2.10{col 53}{space 3}0.036{col 61}{space 4}-.0027746{col 74}{space 3} -.000096
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-9.19e-06{col 33}{space 2} 5.88e-06{col 44}{space 1}   -1.56{col 53}{space 3}0.118{col 61}{space 4}-.0000207{col 74}{space 3} 2.33e-06
{txt}{space 7}log_income_1 {c |}{col 21}{res}{space 2}-.0950278{col 33}{space 2} .0326118{col 44}{space 1}   -2.91{col 53}{space 3}0.004{col 61}{space 4}-.1589457{col 74}{space 3}-.0311099
{txt}{space 4}growth_income_1 {c |}{col 21}{res}{space 2}  .028508{col 33}{space 2} .0335805{col 44}{space 1}    0.85{col 53}{space 3}0.396{col 61}{space 4}-.0373086{col 74}{space 3} .0943246
{txt}{space 14}_cons {c |}{col 21}{res}{space 2} 1.506707{col 33}{space 2} .3311621{col 44}{space 1}    4.55{col 53}{space 3}0.000{col 61}{space 4} .8576417{col 74}{space 3} 2.155773
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   6.714
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0096
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1591.712
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.333
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 log_income_1
{col 23}growth_income_1
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{hline 78}

{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   272{txt}{col 55}Number of obs = {res}   89311
{txt}{col 55}F( 12,   271) = {res}   12.10
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20288.69345{txt}{col 55}Centered R2   = {res}  0.0039
{txt}Total (uncentered) SS   = {res} 20288.69345{txt}{col 55}Uncentered R2 = {res}  0.0039
{txt}Residual SS             = {res} 20210.50557{txt}{col 55}Root MSE      = {res}   .4757

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0035438{col 33}{space 2} .0017143{col 44}{space 1}   -2.07{col 53}{space 3}0.040{col 61}{space 4}-.0069187{col 74}{space 3}-.0001688
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0111777{col 33}{space 2} .0047895{col 44}{space 1}   -2.33{col 53}{space 3}0.020{col 61}{space 4}-.0206071{col 74}{space 3}-.0017483
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0245004{col 33}{space 2} .0119993{col 44}{space 1}   -2.04{col 53}{space 3}0.042{col 61}{space 4} -.048124{col 74}{space 3}-.0008767
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0078417{col 33}{space 2} .0044325{col 44}{space 1}   -1.77{col 53}{space 3}0.078{col 61}{space 4}-.0165681{col 74}{space 3} .0008847
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0025463{col 33}{space 2} .0049321{col 44}{space 1}   -0.52{col 53}{space 3}0.606{col 61}{space 4}-.0122565{col 74}{space 3} .0071638
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0056788{col 33}{space 2} .0150303{col 44}{space 1}    0.38{col 53}{space 3}0.706{col 61}{space 4}-.0239121{col 74}{space 3} .0352697
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0009136{col 33}{space 2} .0001589{col 44}{space 1}    5.75{col 53}{space 3}0.000{col 61}{space 4} .0006007{col 74}{space 3} .0012264
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.96e-06{col 33}{space 2} 1.86e-06{col 44}{space 1}    1.06{col 53}{space 3}0.291{col 61}{space 4}-1.69e-06{col 74}{space 3} 5.62e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0014214{col 33}{space 2} .0006649{col 44}{space 1}   -2.14{col 53}{space 3}0.033{col 61}{space 4}-.0027304{col 74}{space 3}-.0001124
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-9.09e-06{col 33}{space 2} 5.71e-06{col 44}{space 1}   -1.59{col 53}{space 3}0.113{col 61}{space 4}-.0000203{col 74}{space 3} 2.15e-06
{txt}{space 7}log_income_1 {c |}{col 21}{res}{space 2}-.0933195{col 33}{space 2} .0349407{col 44}{space 1}   -2.67{col 53}{space 3}0.008{col 61}{space 4}-.1621093{col 74}{space 3}-.0245297
{txt}{space 4}growth_income_1 {c |}{col 21}{res}{space 2}  .028451{col 33}{space 2}   .03326{col 44}{space 1}    0.86{col 53}{space 3}0.393{col 61}{space 4}-.0370297{col 74}{space 3} .0939318
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   7.684
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0056
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1795.493
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.895
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 log_income_1
{col 23}growth_income_1
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 3 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   272{txt}{col 55}Number of obs = {res}   89311
{txt}{col 55}F( 12,   271) = {res}   12.09
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20165.55666{txt}{col 55}Centered R2   = {res}  0.0040
{txt}Total (uncentered) SS   = {res} 20165.55666{txt}{col 55}Uncentered R2 = {res}  0.0040
{txt}Residual SS             = {res} 20084.91378{txt}{col 55}Root MSE      = {res}   .4744

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0034892{col 33}{space 2} .0017178{col 44}{space 1}   -2.03{col 53}{space 3}0.043{col 61}{space 4}-.0068712{col 74}{space 3}-.0001072
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2} -.011175{col 33}{space 2}  .004828{col 44}{space 1}   -2.31{col 53}{space 3}0.021{col 61}{space 4}-.0206801{col 74}{space 3}-.0016699
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0243144{col 33}{space 2} .0120823{col 44}{space 1}   -2.01{col 53}{space 3}0.045{col 61}{space 4}-.0481016{col 74}{space 3}-.0005272
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}  -.00791{col 33}{space 2} .0044671{col 44}{space 1}   -1.77{col 53}{space 3}0.078{col 61}{space 4}-.0167045{col 74}{space 3} .0008846
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0027124{col 33}{space 2} .0049531{col 44}{space 1}   -0.55{col 53}{space 3}0.584{col 61}{space 4} -.012464{col 74}{space 3} .0070391
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0065817{col 33}{space 2} .0149712{col 44}{space 1}    0.44{col 53}{space 3}0.661{col 61}{space 4}-.0228929{col 74}{space 3} .0360563
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008997{col 33}{space 2} .0001592{col 44}{space 1}    5.65{col 53}{space 3}0.000{col 61}{space 4} .0005863{col 74}{space 3} .0012131
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.90e-06{col 33}{space 2} 1.87e-06{col 44}{space 1}    1.01{col 53}{space 3}0.312{col 61}{space 4}-1.79e-06{col 74}{space 3} 5.58e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0013886{col 33}{space 2} .0006585{col 44}{space 1}   -2.11{col 53}{space 3}0.036{col 61}{space 4} -.002685{col 74}{space 3}-.0000922
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-9.40e-06{col 33}{space 2} 5.75e-06{col 44}{space 1}   -1.64{col 53}{space 3}0.103{col 61}{space 4}-.0000207{col 74}{space 3} 1.92e-06
{txt}{space 7}log_income_1 {c |}{col 21}{res}{space 2}-.0976089{col 33}{space 2} .0351353{col 44}{space 1}   -2.78{col 53}{space 3}0.006{col 61}{space 4}-.1667817{col 74}{space 3} -.028436
{txt}{space 4}growth_income_1 {c |}{col 21}{res}{space 2} .0310223{col 33}{space 2} .0331711{col 44}{space 1}    0.94{col 53}{space 3}0.351{col 61}{space 4}-.0342835{col 74}{space 3} .0963282
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   7.628
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0057
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1778.006
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.863
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 log_income_1
{col 23}growth_income_1
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}     ranking{col 14}{c |}{space 1}        2{col 27}{space 1}        0{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       36{col 27}{space 1}        1{col 39}{result}{space 1}       35{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. ivreghdfe give_birth (pm25 dif_pm25_3=thermalstrength2009 dif_thermalstrength_3) $citycontrol $weathercontrol `control',abs(ranking#birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 1 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   272{txt}{col 55}Number of obs = {res}   89311
{txt}{col 55}F( 12,   271) = {res}   12.44
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 20142.34902{txt}{col 55}Centered R2   = {res}  0.0045
{txt}Total (uncentered) SS   = {res} 20142.34902{txt}{col 55}Uncentered R2 = {res}  0.0045
{txt}Residual SS             = {res} 20051.11929{txt}{col 55}Root MSE      = {res}    .474

{txt}{hline 20}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 21}{c |}{col 33}    Robust
{col 1}         give_birth{col 21}{c |} Coefficient{col 33}  std. err.{col 45}      t{col 53}   P>|t|{col 61}     [95% con{col 74}f. interval]
{hline 20}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 15}pm25 {c |}{col 21}{res}{space 2}-.0033811{col 33}{space 2} .0016922{col 44}{space 1}   -2.00{col 53}{space 3}0.047{col 61}{space 4}-.0067126{col 74}{space 3}-.0000495
{txt}{space 9}dif_pm25_3 {c |}{col 21}{res}{space 2}-.0107929{col 33}{space 2} .0047359{col 44}{space 1}   -2.28{col 53}{space 3}0.023{col 61}{space 4}-.0201167{col 74}{space 3}-.0014691
{txt}{space 8}ihs_tj_dist {c |}{col 21}{res}{space 2}-.0237653{col 33}{space 2}  .011803{col 44}{space 1}   -2.01{col 53}{space 3}0.045{col 61}{space 4}-.0470026{col 74}{space 3} -.000528
{txt}{space 8}ihs_sh_dist {c |}{col 21}{res}{space 2}-.0077167{col 33}{space 2} .0043689{col 44}{space 1}   -1.77{col 53}{space 3}0.078{col 61}{space 4}-.0163181{col 74}{space 3} .0008847
{txt}{space 8}ihs_sz_dist {c |}{col 21}{res}{space 2}-.0022563{col 33}{space 2} .0048014{col 44}{space 1}   -0.47{col 53}{space 3}0.639{col 61}{space 4}-.0117091{col 74}{space 3} .0071965
{txt}ihs_bigcity_mindist {c |}{col 21}{res}{space 2} .0072496{col 33}{space 2} .0146937{col 44}{space 1}    0.49{col 53}{space 3}0.622{col 61}{space 4}-.0216788{col 74}{space 3}  .036178
{txt}{space 13}avtemp {c |}{col 21}{res}{space 2} .0008951{col 33}{space 2} .0001567{col 44}{space 1}    5.71{col 53}{space 3}0.000{col 61}{space 4} .0005866{col 74}{space 3} .0012037
{txt}{space 14}tosun {c |}{col 21}{res}{space 2} 1.80e-06{col 33}{space 2} 1.84e-06{col 44}{space 1}    0.98{col 53}{space 3}0.330{col 61}{space 4}-1.83e-06{col 74}{space 3} 5.42e-06
{txt}{space 7}dif_avtemp_3 {c |}{col 21}{res}{space 2}-.0013327{col 33}{space 2}  .000651{col 44}{space 1}   -2.05{col 53}{space 3}0.042{col 61}{space 4}-.0026144{col 74}{space 3}-.0000511
{txt}{space 8}dif_tosun_3 {c |}{col 21}{res}{space 2}-9.10e-06{col 33}{space 2} 5.65e-06{col 44}{space 1}   -1.61{col 53}{space 3}0.109{col 61}{space 4}-.0000202{col 74}{space 3} 2.03e-06
{txt}{space 7}log_income_1 {c |}{col 21}{res}{space 2}-.0977977{col 33}{space 2} .0346371{col 44}{space 1}   -2.82{col 53}{space 3}0.005{col 61}{space 4}-.1659898{col 74}{space 3}-.0296056
{txt}{space 4}growth_income_1 {c |}{col 21}{res}{space 2} .0308099{col 33}{space 2} .0326786{col 44}{space 1}    0.94{col 53}{space 3}0.347{col 61}{space 4}-.0335262{col 74}{space 3} .0951461
{txt}{hline 20}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   7.680
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0056
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}1783.375
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   3.889
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}ihs_tj_dist ihs_sh_dist ihs_sz_dist ihs_bigcity_mindist
{col 23}avtemp tosun dif_avtemp_3 dif_tosun_3 log_income_1
{col 23}growth_income_1
Excluded instruments:{col 23}thermalstrength2009 dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 21}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text}         Absorbed FE{col 22}{c |} Categories{col 35} - Redundant{col 47}  = Num. Coefs{col 62}{c |}
{res}{col 1}{text}{hline 21}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}   ranking#birthyear{col 22}{c |}{space 1}       71{col 35}{space 1}        0{col 47}{result}{space 1}       71{col 61}{text} {col 62}{c |}
{res}{col 1}{text}{hline 21}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
{res}{txt}
{com}. 
. *Panel A29
. use "$workdata\clds_willing",clear
{txt}
{com}. local control = "income_1 dif_income_1"
{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num `control',abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 28 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   231{txt}{col 55}Number of obs = {res}   15420
{txt}{col 55}F(  6,   230) = {res}   85.86
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4288.800746{txt}{col 55}Centered R2   = {res}  0.0784
{txt}Total (uncentered) SS   = {res} 4288.800746{txt}{col 55}Uncentered R2 = {res}  0.0784
{txt}Residual SS             = {res} 3952.672797{txt}{col 55}Root MSE      = {res}   .5113

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0158647{col 26}{space 2} .0115647{col 37}{space 1}    1.37{col 46}{space 3}0.171{col 54}{space 4}-.0069215{col 67}{space 3}  .038651
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0181709{col 26}{space 2} .0082788{col 37}{space 1}   -2.19{col 46}{space 3}0.029{col 54}{space 4}-.0344828{col 67}{space 3} -.001859
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0398599{col 26}{space 2} .0205273{col 37}{space 1}   -1.94{col 46}{space 3}0.053{col 54}{space 4}-.0803054{col 67}{space 3} .0005856
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1790062{col 26}{space 2} .0122314{col 37}{space 1}   14.63{col 46}{space 3}0.000{col 54}{space 4} .1549062{col 67}{space 3} .2031062
{txt}{space 4}income_1 {c |}{col 14}{res}{space 2} 4.01e-06{col 26}{space 2} 3.23e-06{col 37}{space 1}    1.24{col 46}{space 3}0.215{col 54}{space 4}-2.35e-06{col 67}{space 3} .0000104
{txt}dif_income_1 {c |}{col 14}{res}{space 2}-1.60e-06{col 26}{space 2} 6.27e-07{col 37}{space 1}   -2.56{col 46}{space 3}0.011{col 54}{space 4}-2.84e-06{col 67}{space 3}-3.70e-07
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.006
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0253
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 543.158
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.816
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num income_1 dif_income_1
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      231{col 27}{space 1}      231{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      291{col 27}{space 1}        1{col 39}{result}{space 1}      290{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num `control',abs(des_city year source_city birthyear) cluster(des_city)
{res}{txt}(dropped 28 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   231{txt}{col 55}Number of obs = {res}   15420
{txt}{col 55}F(  6,   230) = {res}   42.04
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4121.191759{txt}{col 55}Centered R2   = {res}  0.0478
{txt}Total (uncentered) SS   = {res} 4121.191759{txt}{col 55}Uncentered R2 = {res}  0.0478
{txt}Residual SS             = {res} 3924.308961{txt}{col 55}Root MSE      = {res}   .5101

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0159929{col 26}{space 2} .0115872{col 37}{space 1}    1.38{col 46}{space 3}0.169{col 54}{space 4}-.0068378{col 67}{space 3} .0388236
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0183579{col 26}{space 2} .0083667{col 37}{space 1}   -2.19{col 46}{space 3}0.029{col 54}{space 4} -.034843{col 67}{space 3}-.0018727
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0456824{col 26}{space 2} .0215012{col 37}{space 1}   -2.12{col 46}{space 3}0.035{col 54}{space 4}-.0880469{col 67}{space 3}-.0033179
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1723436{col 26}{space 2} .0128957{col 37}{space 1}   13.36{col 46}{space 3}0.000{col 54}{space 4} .1469347{col 67}{space 3} .1977524
{txt}{space 4}income_1 {c |}{col 14}{res}{space 2} 3.83e-06{col 26}{space 2} 3.12e-06{col 37}{space 1}    1.23{col 46}{space 3}0.220{col 54}{space 4}-2.31e-06{col 67}{space 3} 9.97e-06
{txt}dif_income_1 {c |}{col 14}{res}{space 2}-1.62e-06{col 26}{space 2} 6.17e-07{col 37}{space 1}   -2.62{col 46}{space 3}0.009{col 54}{space 4}-2.83e-06{col 67}{space 3}-4.01e-07
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   5.042
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0247
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 542.980
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.830
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num income_1 dif_income_1
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      231{col 27}{space 1}      231{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      291{col 27}{space 1}        1{col 39}{result}{space 1}      290{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       40{col 27}{space 1}        1{col 39}{result}{space 1}       39{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num $weathercontrol `control',abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 28 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   231{txt}{col 55}Number of obs = {res}   15420
{txt}{col 55}F( 10,   230) = {res}   55.63
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4288.800746{txt}{col 55}Centered R2   = {res}  0.0771
{txt}Total (uncentered) SS   = {res} 4288.800746{txt}{col 55}Uncentered R2 = {res}  0.0771
{txt}Residual SS             = {res} 3958.277062{txt}{col 55}Root MSE      = {res}   .5117

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0186498{col 26}{space 2} .0118974{col 37}{space 1}    1.57{col 46}{space 3}0.118{col 54}{space 4}-.0047919{col 67}{space 3} .0420916
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0213855{col 26}{space 2} .0116946{col 37}{space 1}   -1.83{col 46}{space 3}0.069{col 54}{space 4}-.0444277{col 67}{space 3} .0016568
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0404237{col 26}{space 2}  .020496{col 37}{space 1}   -1.97{col 46}{space 3}0.050{col 54}{space 4}-.0808075{col 67}{space 3}-.0000398
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1791381{col 26}{space 2} .0122047{col 37}{space 1}   14.68{col 46}{space 3}0.000{col 54}{space 4} .1550908{col 67}{space 3} .2031854
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2} .0028956{col 26}{space 2} .0037355{col 37}{space 1}    0.78{col 46}{space 3}0.439{col 54}{space 4}-.0044646{col 67}{space 3} .0102558
{txt}{space 7}tosun {c |}{col 14}{res}{space 2} 1.47e-06{col 26}{space 2} 3.33e-06{col 37}{space 1}    0.44{col 46}{space 3}0.660{col 54}{space 4}-5.10e-06{col 67}{space 3} 8.03e-06
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2}-.0009916{col 26}{space 2} .0046833{col 37}{space 1}   -0.21{col 46}{space 3}0.832{col 54}{space 4}-.0102193{col 67}{space 3}  .008236
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2}-1.81e-06{col 26}{space 2} 1.58e-06{col 37}{space 1}   -1.15{col 46}{space 3}0.252{col 54}{space 4}-4.92e-06{col 67}{space 3} 1.30e-06
{txt}{space 4}income_1 {c |}{col 14}{res}{space 2} 4.73e-06{col 26}{space 2} 3.55e-06{col 37}{space 1}    1.33{col 46}{space 3}0.184{col 54}{space 4}-2.27e-06{col 67}{space 3} .0000117
{txt}dif_income_1 {c |}{col 14}{res}{space 2}-1.64e-06{col 26}{space 2} 6.86e-07{col 37}{space 1}   -2.40{col 46}{space 3}0.017{col 54}{space 4}-3.00e-06{col 67}{space 3}-2.93e-07
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.878
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0898
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 201.779
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.427
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num avtemp tosun dif_avtemp_3 dif_tosun_3
{col 23}income_1 dif_income_1
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      231{col 27}{space 1}      231{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      291{col 27}{space 1}        1{col 39}{result}{space 1}      290{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num $weathercontrol `control',abs(des_city year source_city birthyear) cluster(des_city)
{res}{txt}(dropped 28 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   231{txt}{col 55}Number of obs = {res}   15420
{txt}{col 55}F( 10,   230) = {res}   26.51
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4121.191759{txt}{col 55}Centered R2   = {res}  0.0464
{txt}Total (uncentered) SS   = {res} 4121.191759{txt}{col 55}Uncentered R2 = {res}  0.0464
{txt}Residual SS             = {res} 3930.061702{txt}{col 55}Root MSE      = {res}   .5105

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0187524{col 26}{space 2} .0120783{col 37}{space 1}    1.55{col 46}{space 3}0.122{col 54}{space 4}-.0050459{col 67}{space 3} .0425508
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0215972{col 26}{space 2}  .011748{col 37}{space 1}   -1.84{col 46}{space 3}0.067{col 54}{space 4}-.0447446{col 67}{space 3} .0015503
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0464187{col 26}{space 2} .0215408{col 37}{space 1}   -2.15{col 46}{space 3}0.032{col 54}{space 4}-.0888612{col 67}{space 3}-.0039761
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1724277{col 26}{space 2} .0128669{col 37}{space 1}   13.40{col 46}{space 3}0.000{col 54}{space 4} .1470757{col 67}{space 3} .1977797
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2} .0026577{col 26}{space 2} .0037761{col 37}{space 1}    0.70{col 46}{space 3}0.482{col 54}{space 4}-.0047824{col 67}{space 3} .0100979
{txt}{space 7}tosun {c |}{col 14}{res}{space 2} 1.79e-06{col 26}{space 2} 3.36e-06{col 37}{space 1}    0.53{col 46}{space 3}0.594{col 54}{space 4}-4.82e-06{col 67}{space 3} 8.41e-06
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2}-.0007928{col 26}{space 2} .0046523{col 37}{space 1}   -0.17{col 46}{space 3}0.865{col 54}{space 4}-.0099594{col 67}{space 3} .0083737
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2}-1.95e-06{col 26}{space 2} 1.58e-06{col 37}{space 1}   -1.23{col 46}{space 3}0.218{col 54}{space 4}-5.07e-06{col 67}{space 3} 1.16e-06
{txt}{space 4}income_1 {c |}{col 14}{res}{space 2} 4.53e-06{col 26}{space 2} 3.42e-06{col 37}{space 1}    1.32{col 46}{space 3}0.187{col 54}{space 4}-2.21e-06{col 67}{space 3} .0000113
{txt}dif_income_1 {c |}{col 14}{res}{space 2}-1.66e-06{col 26}{space 2} 6.73e-07{col 37}{space 1}   -2.47{col 46}{space 3}0.014{col 54}{space 4}-2.98e-06{col 67}{space 3}-3.33e-07
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.895
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0889
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 202.045
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.431
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num avtemp tosun dif_avtemp_3 dif_tosun_3
{col 23}income_1 dif_income_1
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      231{col 27}{space 1}      231{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      291{col 27}{space 1}        1{col 39}{result}{space 1}      290{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       40{col 27}{space 1}        1{col 39}{result}{space 1}       39{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. 
. *Panel A30
. use "$workdata\infertility",clear
{txt}
{com}. ivreghdfe infertility (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num ,abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 22 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 45 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   151{txt}{col 55}Number of obs = {res}    9395
{txt}{col 55}F(  4,   150) = {res}    2.58
{txt}{col 55}Prob > F      = {res}  0.0399
{txt}Total (centered) SS     = {res} 29.58525342{txt}{col 55}Centered R2   = {res}  0.0042
{txt}Total (uncentered) SS   = {res} 29.58525342{txt}{col 55}Uncentered R2 = {res}  0.0042
{txt}Residual SS             = {res} 29.46161723{txt}{col 55}Root MSE      = {res}  .05683

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1} infertility{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2}-.0029334{col 26}{space 2} .0023114{col 37}{space 1}   -1.27{col 46}{space 3}0.206{col 54}{space 4}-.0075006{col 67}{space 3} .0016337
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2} .0007785{col 26}{space 2} .0009704{col 37}{space 1}    0.80{col 46}{space 3}0.424{col 54}{space 4}-.0011389{col 67}{space 3}  .002696
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0436956{col 26}{space 2} .0139632{col 37}{space 1}   -3.13{col 46}{space 3}0.002{col 54}{space 4}-.0712856{col 67}{space 3}-.0161056
{txt}{space 3}child_num {c |}{col 14}{res}{space 2}-.0015685{col 26}{space 2} .0008507{col 37}{space 1}   -1.84{col 46}{space 3}0.067{col 54}{space 4}-.0032494{col 67}{space 3} .0001125
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   3.345
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0674
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 385.687
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.879
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      151{col 27}{space 1}      151{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        2{col 27}{space 1}        1{col 39}{result}{space 1}        1{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      269{col 27}{space 1}        1{col 39}{result}{space 1}      268{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe infertility (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num ,abs(des_city year source_city birthyear) cluster(des_city) 
{res}{txt}(dropped 24 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 49 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   151{txt}{col 55}Number of obs = {res}    9393
{txt}{col 55}F(  4,   150) = {res}    2.72
{txt}{col 55}Prob > F      = {res}  0.0319
{txt}Total (centered) SS     = {res} 29.43881935{txt}{col 55}Centered R2   = {res}  0.0037
{txt}Total (uncentered) SS   = {res} 29.43881935{txt}{col 55}Uncentered R2 = {res}  0.0037
{txt}Residual SS             = {res} 29.32969745{txt}{col 55}Root MSE      = {res}  .05682

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1} infertility{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2}-.0030282{col 26}{space 2} .0023387{col 37}{space 1}   -1.29{col 46}{space 3}0.197{col 54}{space 4}-.0076492{col 67}{space 3} .0015928
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}  .000807{col 26}{space 2} .0009852{col 37}{space 1}    0.82{col 46}{space 3}0.414{col 54}{space 4}-.0011397{col 67}{space 3} .0027536
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0442476{col 26}{space 2} .0139574{col 37}{space 1}   -3.17{col 46}{space 3}0.002{col 54}{space 4} -.071826{col 67}{space 3}-.0166691
{txt}{space 3}child_num {c |}{col 14}{res}{space 2}-.0020584{col 26}{space 2} .0009063{col 37}{space 1}   -2.27{col 46}{space 3}0.025{col 54}{space 4}-.0038492{col 67}{space 3}-.0002676
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   3.365
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0666
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 385.340
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.884
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      151{col 27}{space 1}      151{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        2{col 27}{space 1}        1{col 39}{result}{space 1}        1{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      269{col 27}{space 1}        1{col 39}{result}{space 1}      268{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       35{col 27}{space 1}        1{col 39}{result}{space 1}       34{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe infertility (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num $weathercontrol ,abs(des_city year source_city) cluster(des_city)
{res}{txt}(dropped 22 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 45 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   151{txt}{col 55}Number of obs = {res}    9395
{txt}{col 55}F(  8,   150) = {res}    1.42
{txt}{col 55}Prob > F      = {res}  0.1916
{txt}Total (centered) SS     = {res} 29.58525342{txt}{col 55}Centered R2   = {res} -0.0825
{txt}Total (uncentered) SS   = {res} 29.58525342{txt}{col 55}Uncentered R2 = {res} -0.0825
{txt}Residual SS             = {res} 32.02651258{txt}{col 55}Root MSE      = {res}  .05927

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1} infertility{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2}-.0023658{col 26}{space 2} .0041336{col 37}{space 1}   -0.57{col 46}{space 3}0.568{col 54}{space 4}-.0105335{col 67}{space 3} .0058019
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0030398{col 26}{space 2} .0050803{col 37}{space 1}   -0.60{col 46}{space 3}0.551{col 54}{space 4}-.0130781{col 67}{space 3} .0069984
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0433613{col 26}{space 2} .0141007{col 37}{space 1}   -3.08{col 46}{space 3}0.003{col 54}{space 4}-.0712229{col 67}{space 3}-.0154998
{txt}{space 3}child_num {c |}{col 14}{res}{space 2}-.0017458{col 26}{space 2} .0010617{col 37}{space 1}   -1.64{col 46}{space 3}0.102{col 54}{space 4}-.0038436{col 67}{space 3}  .000352
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2}-.0000728{col 26}{space 2} .0024347{col 37}{space 1}   -0.03{col 46}{space 3}0.976{col 54}{space 4}-.0048836{col 67}{space 3}  .004738
{txt}{space 7}tosun {c |}{col 14}{res}{space 2}-.0000137{col 26}{space 2} .0000173{col 37}{space 1}   -0.79{col 46}{space 3}0.431{col 54}{space 4}-.0000479{col 67}{space 3} .0000205
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2}  .001288{col 26}{space 2} .0024035{col 37}{space 1}    0.54{col 46}{space 3}0.593{col 54}{space 4}-.0034611{col 67}{space 3}  .006037
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2} 6.75e-06{col 26}{space 2} 8.53e-06{col 37}{space 1}    0.79{col 46}{space 3}0.430{col 54}{space 4}-.0000101{col 67}{space 3} .0000236
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.357
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.2441
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}  77.869
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.639
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      151{col 27}{space 1}      151{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        2{col 27}{space 1}        1{col 39}{result}{space 1}        1{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      269{col 27}{space 1}        1{col 39}{result}{space 1}      268{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe infertility (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num $weathercontrol ,abs(des_city year source_city birthyear) cluster(des_city)
{res}{txt}(dropped 24 {browse "http://scorreia.com/research/singletons.pdf":singleton observations})
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 49 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   151{txt}{col 55}Number of obs = {res}    9393
{txt}{col 55}F(  8,   150) = {res}    1.51
{txt}{col 55}Prob > F      = {res}  0.1593
{txt}Total (centered) SS     = {res} 29.43881935{txt}{col 55}Centered R2   = {res} -0.0867
{txt}Total (uncentered) SS   = {res} 29.43881935{txt}{col 55}Uncentered R2 = {res} -0.0867
{txt}Residual SS             = {res} 31.99228936{txt}{col 55}Root MSE      = {res}  .05935

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1} infertility{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2}-.0024096{col 26}{space 2} .0042139{col 37}{space 1}   -0.57{col 46}{space 3}0.568{col 54}{space 4}-.0107359{col 67}{space 3} .0059167
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0031171{col 26}{space 2} .0051815{col 37}{space 1}   -0.60{col 46}{space 3}0.548{col 54}{space 4}-.0133552{col 67}{space 3} .0071211
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0440234{col 26}{space 2}  .014205{col 37}{space 1}   -3.10{col 46}{space 3}0.002{col 54}{space 4}-.0720912{col 67}{space 3}-.0159557
{txt}{space 3}child_num {c |}{col 14}{res}{space 2}-.0021997{col 26}{space 2} .0010932{col 37}{space 1}   -2.01{col 46}{space 3}0.046{col 54}{space 4}-.0043599{col 67}{space 3}-.0000396
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2}-.0000707{col 26}{space 2} .0024798{col 37}{space 1}   -0.03{col 46}{space 3}0.977{col 54}{space 4}-.0049706{col 67}{space 3} .0048292
{txt}{space 7}tosun {c |}{col 14}{res}{space 2}-.0000139{col 26}{space 2} .0000176{col 37}{space 1}   -0.79{col 46}{space 3}0.431{col 54}{space 4}-.0000486{col 67}{space 3} .0000208
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2} .0013257{col 26}{space 2} .0024506{col 37}{space 1}    0.54{col 46}{space 3}0.589{col 54}{space 4}-.0035165{col 67}{space 3} .0061679
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2} 6.83e-06{col 26}{space 2} 8.65e-06{col 37}{space 1}    0.79{col 46}{space 3}0.431{col 54}{space 4}-.0000103{col 67}{space 3} .0000239
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   1.374
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.2411
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71}  78.277
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   0.646
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num avtemp tosun dif_avtemp_3 dif_tosun_3
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      151{col 27}{space 1}      151{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        2{col 27}{space 1}        1{col 39}{result}{space 1}        1{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      269{col 27}{space 1}        1{col 39}{result}{space 1}      268{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       35{col 27}{space 1}        1{col 39}{result}{space 1}       34{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. 
. *Panel A31
. use "$workdata\clds_willing",clear
{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num i.health_level,abs(des_city year source_city) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   242{txt}{col 55}Number of obs = {res}   15728
{txt}{col 55}F(  8,   241) = {res}   67.76
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4391.142069{txt}{col 55}Centered R2   = {res}  0.0801
{txt}Total (uncentered) SS   = {res} 4391.142069{txt}{col 55}Uncentered R2 = {res}  0.0801
{txt}Residual SS             = {res} 4039.544647{txt}{col 55}Root MSE      = {res}   .5122

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0141969{col 26}{space 2} .0118158{col 37}{space 1}    1.20{col 46}{space 3}0.231{col 54}{space 4}-.0090786{col 67}{space 3} .0374724
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0178864{col 26}{space 2} .0084696{col 37}{space 1}   -2.11{col 46}{space 3}0.036{col 54}{space 4}-.0345703{col 67}{space 3}-.0012025
{txt}{space 5}married {c |}{col 14}{res}{space 2} -.044929{col 26}{space 2} .0204386{col 37}{space 1}   -2.20{col 46}{space 3}0.029{col 54}{space 4}-.0851901{col 67}{space 3}-.0046679
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1788101{col 26}{space 2} .0120293{col 37}{space 1}   14.86{col 46}{space 3}0.000{col 54}{space 4} .1551142{col 67}{space 3} .2025061
{txt}{space 12} {c |}
health_level {c |}
{space 3}非常健康  {c |}{col 14}{res}{space 2}        0{col 26}{txt}  (empty)
{space 7}健康  {c |}{col 14}{res}{space 2} .0464688{col 26}{space 2} .0114373{col 37}{space 1}    4.06{col 46}{space 3}0.000{col 54}{space 4} .0239389{col 67}{space 3} .0689987
{txt}{space 7}一般  {c |}{col 14}{res}{space 2} .0474329{col 26}{space 2}  .012562{col 37}{space 1}    3.78{col 46}{space 3}0.000{col 54}{space 4} .0226876{col 67}{space 3} .0721783
{txt}{space 1}比较不健康  {c |}{col 14}{res}{space 2} .0405006{col 26}{space 2} .0209026{col 37}{space 1}    1.94{col 46}{space 3}0.054{col 54}{space 4}-.0006746{col 67}{space 3} .0816758
{txt}{space 1}非常不健康  {c |}{col 14}{res}{space 2} .1865112{col 26}{space 2} .0520873{col 37}{space 1}    3.58{col 46}{space 3}0.000{col 54}{space 4} .0839066{col 67}{space 3} .2891158
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   4.802
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0284
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 508.998
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.684
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num 2.health_level 3.health_level
{col 23}4.health_level 5.health_level
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      242{col 27}{space 1}      242{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      319{col 27}{space 1}        1{col 39}{result}{space 1}      318{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num i.health_level,abs(des_city year source_city birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   242{txt}{col 55}Number of obs = {res}   15728
{txt}{col 55}F(  8,   241) = {res}   35.11
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4223.783157{txt}{col 55}Centered R2   = {res}  0.0499
{txt}Total (uncentered) SS   = {res} 4223.783157{txt}{col 55}Uncentered R2 = {res}  0.0499
{txt}Residual SS             = {res}  4012.90119{txt}{col 55}Root MSE      = {res}   .5111

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0146381{col 26}{space 2} .0118418{col 37}{space 1}    1.24{col 46}{space 3}0.218{col 54}{space 4}-.0086885{col 67}{space 3} .0379647
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0182145{col 26}{space 2} .0085902{col 37}{space 1}   -2.12{col 46}{space 3}0.035{col 54}{space 4}-.0351359{col 67}{space 3}-.0012931
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0411326{col 26}{space 2} .0215367{col 37}{space 1}   -1.91{col 46}{space 3}0.057{col 54}{space 4}-.0835568{col 67}{space 3} .0012915
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1750638{col 26}{space 2} .0127267{col 37}{space 1}   13.76{col 46}{space 3}0.000{col 54}{space 4} .1499939{col 67}{space 3} .2001337
{txt}{space 12} {c |}
health_level {c |}
{space 3}非常健康  {c |}{col 14}{res}{space 2}        0{col 26}{txt}  (empty)
{space 7}健康  {c |}{col 14}{res}{space 2} .0423454{col 26}{space 2} .0113765{col 37}{space 1}    3.72{col 46}{space 3}0.000{col 54}{space 4} .0199353{col 67}{space 3} .0647554
{txt}{space 7}一般  {c |}{col 14}{res}{space 2} .0396456{col 26}{space 2} .0127882{col 37}{space 1}    3.10{col 46}{space 3}0.002{col 54}{space 4} .0144547{col 67}{space 3} .0648364
{txt}{space 1}比较不健康  {c |}{col 14}{res}{space 2} .0263997{col 26}{space 2} .0200815{col 37}{space 1}    1.31{col 46}{space 3}0.190{col 54}{space 4}-.0131579{col 67}{space 3} .0659573
{txt}{space 1}非常不健康  {c |}{col 14}{res}{space 2} .1735781{col 26}{space 2} .0531343{col 37}{space 1}    3.27{col 46}{space 3}0.001{col 54}{space 4} .0689111{col 67}{space 3} .2782452
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   4.836
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0279
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 508.993
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   2.697
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num 2.health_level 3.health_level
{col 23}4.health_level 5.health_level
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      242{col 27}{space 1}      242{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      319{col 27}{space 1}        1{col 39}{result}{space 1}      318{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       40{col 27}{space 1}        1{col 39}{result}{space 1}       39{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num $weathercontrol i.health_level,abs(des_city year source_city) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   242{txt}{col 55}Number of obs = {res}   15728
{txt}{col 55}F( 12,   241) = {res}   48.74
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4391.142069{txt}{col 55}Centered R2   = {res}  0.0779
{txt}Total (uncentered) SS   = {res} 4391.142069{txt}{col 55}Uncentered R2 = {res}  0.0779
{txt}Residual SS             = {res} 4049.257966{txt}{col 55}Root MSE      = {res}   .5128

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0169614{col 26}{space 2}   .01286{col 37}{space 1}    1.32{col 46}{space 3}0.188{col 54}{space 4}-.0083709{col 67}{space 3} .0422937
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2}-.0221192{col 26}{space 2} .0119274{col 37}{space 1}   -1.85{col 46}{space 3}0.065{col 54}{space 4}-.0456144{col 67}{space 3}  .001376
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0452235{col 26}{space 2} .0204503{col 37}{space 1}   -2.21{col 46}{space 3}0.028{col 54}{space 4}-.0855077{col 67}{space 3}-.0049393
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1788783{col 26}{space 2} .0120191{col 37}{space 1}   14.88{col 46}{space 3}0.000{col 54}{space 4} .1552024{col 67}{space 3} .2025542
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2} .0021902{col 26}{space 2} .0037875{col 37}{space 1}    0.58{col 46}{space 3}0.564{col 54}{space 4}-.0052707{col 67}{space 3} .0096511
{txt}{space 7}tosun {c |}{col 14}{res}{space 2} 7.73e-07{col 26}{space 2} 3.63e-06{col 37}{space 1}    0.21{col 46}{space 3}0.831{col 54}{space 4}-6.37e-06{col 67}{space 3} 7.92e-06
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2} .0001314{col 26}{space 2} .0049123{col 37}{space 1}    0.03{col 46}{space 3}0.979{col 54}{space 4}-.0095452{col 67}{space 3} .0098079
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2}-1.61e-06{col 26}{space 2} 1.74e-06{col 37}{space 1}   -0.92{col 46}{space 3}0.357{col 54}{space 4}-5.05e-06{col 67}{space 3} 1.83e-06
{txt}{space 12} {c |}
health_level {c |}
{space 3}非常健康  {c |}{col 14}{res}{space 2}        0{col 26}{txt}  (empty)
{space 7}健康  {c |}{col 14}{res}{space 2} .0468448{col 26}{space 2} .0114175{col 37}{space 1}    4.10{col 46}{space 3}0.000{col 54}{space 4} .0243539{col 67}{space 3} .0693356
{txt}{space 7}一般  {c |}{col 14}{res}{space 2} .0480017{col 26}{space 2} .0126775{col 37}{space 1}    3.79{col 46}{space 3}0.000{col 54}{space 4} .0230289{col 67}{space 3} .0729745
{txt}{space 1}比较不健康  {c |}{col 14}{res}{space 2} .0402533{col 26}{space 2} .0208004{col 37}{space 1}    1.94{col 46}{space 3}0.054{col 54}{space 4}-.0007206{col 67}{space 3} .0812271
{txt}{space 1}非常不健康  {c |}{col 14}{res}{space 2} .1859678{col 26}{space 2} .0517506{col 37}{space 1}    3.59{col 46}{space 3}0.000{col 54}{space 4} .0840265{col 67}{space 3}  .287909
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.952
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0858
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 205.333
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.479
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num avtemp tosun dif_avtemp_3 dif_tosun_3
{col 23}2.health_level 3.health_level 4.health_level
{col 23}5.health_level
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      242{col 27}{space 1}      242{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      319{col 27}{space 1}        1{col 39}{result}{space 1}      318{col 53}{text} {col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. ivreghdfe dream_child_num (pm25 dif_pm25_3=thermalstrength dif_thermalstrength_3) married child_num $weathercontrol i.health_level,abs(des_city year source_city birthyear) cluster(des_city) keepsing
{res}{err}WARNING: Singleton observations not dropped; statistical significance is biased {browse "http://scorreia.com/reghdfe/nested_within_cluster.pdf":(link)}
{res}{txt}({browse "http://scorreia.com/research/hdfe.pdf":MWFE estimator} converged in 47 iterations)
{res}
{txt}IV (2SLS) estimation
{hline 20}

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on des_city

Number of clusters (des_city) = {col 33}{res}   242{txt}{col 55}Number of obs = {res}   15728
{txt}{col 55}F( 12,   241) = {res}   24.58
{txt}{col 55}Prob > F      = {res}  0.0000
{txt}Total (centered) SS     = {res} 4223.783157{txt}{col 55}Centered R2   = {res}  0.0476
{txt}Total (uncentered) SS   = {res} 4223.783157{txt}{col 55}Uncentered R2 = {res}  0.0476
{txt}Residual SS             = {res} 4022.601999{txt}{col 55}Root MSE      = {res}   .5118

{txt}{hline 13}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 14}{c |}{col 26}    Robust
{col 1}dream_chil~m{col 14}{c |} Coefficient{col 26}  std. err.{col 38}      t{col 46}   P>|t|{col 54}     [95% con{col 67}f. interval]
{hline 13}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 8}pm25 {c |}{col 14}{res}{space 2} .0173698{col 26}{space 2} .0130244{col 37}{space 1}    1.33{col 46}{space 3}0.184{col 54}{space 4}-.0082864{col 67}{space 3}  .043026
{txt}{space 2}dif_pm25_3 {c |}{col 14}{res}{space 2} -.022405{col 26}{space 2} .0120331{col 37}{space 1}   -1.86{col 46}{space 3}0.064{col 54}{space 4}-.0461085{col 67}{space 3} .0012984
{txt}{space 5}married {c |}{col 14}{res}{space 2}-.0416049{col 26}{space 2} .0215985{col 37}{space 1}   -1.93{col 46}{space 3}0.055{col 54}{space 4}-.0841509{col 67}{space 3} .0009411
{txt}{space 3}child_num {c |}{col 14}{res}{space 2} .1750832{col 26}{space 2} .0127154{col 37}{space 1}   13.77{col 46}{space 3}0.000{col 54}{space 4} .1500356{col 67}{space 3} .2001308
{txt}{space 6}avtemp {c |}{col 14}{res}{space 2} .0020039{col 26}{space 2} .0038248{col 37}{space 1}    0.52{col 46}{space 3}0.601{col 54}{space 4}-.0055303{col 67}{space 3} .0095381
{txt}{space 7}tosun {c |}{col 14}{res}{space 2} 1.11e-06{col 26}{space 2} 3.64e-06{col 37}{space 1}    0.30{col 46}{space 3}0.762{col 54}{space 4}-6.07e-06{col 67}{space 3} 8.28e-06
{txt}dif_avtemp_3 {c |}{col 14}{res}{space 2} .0002564{col 26}{space 2} .0048628{col 37}{space 1}    0.05{col 46}{space 3}0.958{col 54}{space 4}-.0093226{col 67}{space 3} .0098354
{txt}{space 1}dif_tosun_3 {c |}{col 14}{res}{space 2}-1.74e-06{col 26}{space 2} 1.75e-06{col 37}{space 1}   -1.00{col 46}{space 3}0.319{col 54}{space 4}-5.18e-06{col 67}{space 3} 1.69e-06
{txt}{space 12} {c |}
health_level {c |}
{space 3}非常健康  {c |}{col 14}{res}{space 2}        0{col 26}{txt}  (empty)
{space 7}健康  {c |}{col 14}{res}{space 2} .0427258{col 26}{space 2} .0113496{col 37}{space 1}    3.76{col 46}{space 3}0.000{col 54}{space 4} .0203688{col 67}{space 3} .0650829
{txt}{space 7}一般  {c |}{col 14}{res}{space 2} .0401984{col 26}{space 2} .0128609{col 37}{space 1}    3.13{col 46}{space 3}0.002{col 54}{space 4} .0148642{col 67}{space 3} .0655326
{txt}{space 1}比较不健康  {c |}{col 14}{res}{space 2} .0261397{col 26}{space 2} .0200326{col 37}{space 1}    1.30{col 46}{space 3}0.193{col 54}{space 4}-.0133217{col 67}{space 3}  .065601
{txt}{space 1}非常不健康  {c |}{col 14}{res}{space 2} .1728122{col 26}{space 2}   .05283{col 37}{space 1}    3.27{col 46}{space 3}0.001{col 54}{space 4} .0687447{col 67}{space 3} .2768797
{txt}{hline 13}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{help ivreg2##idtest:Underidentification test} (Kleibergen-Paap rk LM statistic):{res}{col 71}   2.969
{txt}{col 52}Chi-sq({res}1{txt}) P-val =  {res}{col 73}0.0849
{txt}{hline 78}
{help ivreg2##widtest:Weak identification test} (Cragg-Donald Wald F statistic):{res}{col 71} 205.611
{txt}                         (Kleibergen-Paap rk Wald F statistic):{res}{col 71}   1.484
{txt}Stock-Yogo weak ID test critical values:{res}{txt}{col 42}10% maximal IV size{res}{col 73}  7.03
{txt}{col 42}15% maximal IV size{res}{col 73}  4.58
{txt}{col 42}20% maximal IV size{res}{col 73}  3.95
{txt}{col 42}25% maximal IV size{res}{col 73}  3.63
{txt}Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
{hline 78}
{help ivreg2##overidtests:Hansen J statistic} (overidentification test of all instruments):{res}{col 71}   0.000
{txt}{col 50}(equation exactly identified)
{hline 78}
Instrumented:{col 23}pm25 dif_pm25_3
Included instruments:{col 23}married child_num avtemp tosun dif_avtemp_3 dif_tosun_3
{col 23}2.health_level 3.health_level 4.health_level
{col 23}5.health_level
Excluded instruments:{col 23}thermalstrength dif_thermalstrength_3
{help ivreg2##partial:Partialled-out}:{col 23}_cons
{col 23}nb: total SS, model F and R2s are after partialling-out;
{col 23}    any {help ivreg2##s_small:small-sample adjustments} include partialled-out
{col 23}    variables in regressor count K
{hline 78}
{res}
{txt}Absorbed degrees of freedom:
{res}{col 1}{text}{hline 13}{c TT}{hline 12}{hline 12}{hline 14}{hline 1}{c TRC}
{col 1}{text} Absorbed FE{col 14}{c |} Categories{col 27} - Redundant{col 39}  = Num. Coefs{col 54}{c |}
{res}{col 1}{text}{hline 13}{c +}{hline 12}{hline 12}{hline 14}{hline 1}{c RT}
{col 1}{text}    des_city{col 14}{c |}{space 1}      242{col 27}{space 1}      242{col 39}{result}{space 1}        0{col 53}{text}*{col 54}{c |}
{res}{col 1}{text}        year{col 14}{c |}{space 1}        3{col 27}{space 1}        1{col 39}{result}{space 1}        2{col 53}{text} {col 54}{c |}
{res}{col 1}{text} source_city{col 14}{c |}{space 1}      319{col 27}{space 1}        1{col 39}{result}{space 1}      318{col 53}{text} {col 54}{c |}
{res}{col 1}{text}   birthyear{col 14}{c |}{space 1}       40{col 27}{space 1}        1{col 39}{result}{space 1}       39{col 53}{text}?{col 54}{c |}
{res}{col 1}{text}{hline 13}{c BT}{hline 12}{hline 12}{hline 14}{hline 1}{c BRC}
? = number of redundant parameters may be higher
* = FE nested within cluster; treated as redundant for DoF computation
{res}{txt}
{com}. 
. 
. 
. 
. 
. 
{txt}end of do-file

{com}. log close
      {txt}name:  {res}<unnamed>
       {txt}log:  {res}D:\Dropbox\Pollution Fertility\Relication.smcl
  {txt}log type:  {res}smcl
 {txt}closed on:  {res}27 May 2023, 22:30:14
{txt}{.-}
{smcl}
{txt}{sf}{ul off}